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Expertise in Murex, particularly Credit & Market Risk configurations (PFE, CVA, VaR), Trade interface development (TDS, LTS), Market Data interface development (mdit), static data interfaces, workflow configuration, datamart reporting.
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SMBC is seeking a Model Validation Vice President with strong quantitative background to join the Market & Liquidity Model Validation Team within the Model Risk & Validation Group. The Market & Liquidity Model Validation Team is responsible for the independent validation of all derivative pricing, e-trading, market risk, liquidity risk and xVA/CCR models.
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The quantitative analyst is expected to utilize advanced quantitative skills to develop interest rate risk, credit risk and liquidity risk models by directly linking macroeconomic factors to key credit risk drivers for various asset classes held in the investment portfolio.
Full-timeExpandApply NowActive JobUpdated 3 days ago - UpvoteDownvoteShare Job
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Collaborate with Market Risk, Front Office, and internationally with Risk ECs on the development and improvement of the risk metrics, and the proper representation of assets, PPAs, and other load obligations in the management systems.
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Analyze market and stress test risk exposures for all products and accounts cleared by Analysis is performed using proprietary tools/applications; Products include equities, government securities, options, futures options, and futures |Assist in the creation, maintenance, execution and reporting of daily stress testing activities which includes coordinate with IT resources to support the systems development needs of the group.
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The primary responsibility of this role is to provide critical thought-leadership using data and analytics on Interest Rate Risk (IRR), Liquidity Risk, Funds Transfer Pricing (FTP), Valuation, and Financial Forecasting utilizing measures such as Net Interest Income (NII), Earnings at Risk (EAR), Economic Value of Equity (EVE), and other Key Risk Indicators.
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Teams: Credit Risk, Enterprise Risk, Liquidity Risk, Market Risk, Model Risk, Operational Risk, Risk Engineering, Corporate Risk, Credit Review Group.
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Provide independent review and challenge for all market risk models, including interest rate risk modelling (QRM), economic capital and valuation models. The Trading Risk Management (TRM) group has primary responsibility to provide independent and effective on-site monitoring, controlling, reporting and assessment of ING US' market risk positions.
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Partner with the CCO, CISO, and Business Leaders to create a corporate-wide framework to ensure appropriate monitoring, measuring, and mitigation of various risk parameters, including credit, operational, interest rate, counterparty, market, and key person.
$225,000 - $300,000 a yearFull-timeExpandApply NowActive JobUpdated 8 days ago - UpvoteDownvoteShare Job
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Familiarity with market risk, credit risk (underwriting, loss forecasting, portfolio management), operational risk measurement, marketing models, and stress testing methodologies / quantitative analytics.
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Develop and maintain effective partnerships with participants / stakeholders within Ally's model risk management community. Provide thoughts for leadership to advance model risk management through presentations, workshops, demonstrations, and automation.
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Strong Market Risk, Risk, or Front Office experience. Ownership of functional design of market risk applications. Partner with Global Markets Financial Risk (GMFR), Global Risk Analytics (GRA) and Model Risk Management (MRM) for business requirements.
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Master's degree in economics, mathematics, finance, statistics, risk management, computer science, or any related field is required. Ally's compensation program offers market-competitive base pay and pay-for-performance incentives (bonuses) based on achieving personal and company goals.
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This newly created position will own the capital market & financial risk function at Workday. Reporting directly into VP, Corporate Treasurer, the Treasury Director will be responsible for supporting all aspects of the company’s capital structure, debt and working capital management, financial risk management (FX & Interest rate), and share repurchase program.
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Experience in derivative pricing (particularly interest rate and FX products), interest rate, counterparty credit risk, market risk, liquidity risk models. Conductend-to-end validations and reviews of derivative pricing, e-trading, market risk, liquidity risk and xVA/CCR models.
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