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Responsibilities of the role also include participating in the Credit Risk Management Committee (CRMCO) and Asset Liability Committee (ALCO) for Monterra Credit Union.
$179,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Working knowledge of counterparty credit risk management - including collateral management, margining, netting, etc. Strong understanding of liquidity and asset & liability management and experience managing of associated risks.
$207,763 a yearFull-timeExpandApply NowActive JobUpdated 3 months ago - UpvoteDownvoteShare Job
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Experience working closely with Treasurers and Senior Management through the identification of emerging asset & liability management, interest rate, and liquidity risks. Experience in the implementation and execution of a liquidity risk management framework and supporting processes across legal entities, business segments and on-and-off balance sheet products.
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The Sr. Associate provides subject matter expertise in one or more of the following processes (Asset-Liability Management, Interest Rate Risk, Liquidity Risk, Investment Portfolio Management, Cash-Management, Debt Capital Markets, Capital Allocation, Capital Market Theory, Capital Planning and Recovery & Resolution.
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Analyze, report and mitigate a component of (liquidity risk, market risk, interest-rate risk, Capital Management Processes). S/he implements complex solutions to (balance sheet management, investment portfolio management, asset liability management or capital management) department priorities.
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5+ years of experience in Asset Liability Management or 5+ years of experience in Interest Rate Risk. At least 3 years of experience in Asset Liability Management, Interest Rate Risk or at least 3 years of experience in FP&A at a Commercial or Consumer Bank.
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Highlight concentrated and concerning risk positions and effectively communicate these risks to both the trading desks and senior market risk management. QUALIFICATIONS: Minimum education and experience required: Master's degree in Information Systems, Finance, Economics, Business, Mathematics, Quantitative Finance, or related field of study plus One (1) years of experience in the job offered or as Market Risk, Graduate Assistant, Data Scientist, or related occupation.
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Manage model governance activities and coordinate with Model Risk Management to ensure validation frameworks and controls comply with Navy Federal and regulatory standards. Working knowledge of any of the following: asset/liability management, financial accounting, cost accounting, budgeting principles and practices, statistics, finance, and/or mathematic modeling.
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The Senior Risk analyst supports Bank responses to audit, model risk management and regulatory examinations and for all Credit Risk Stress Testing Activities and coordinates these activities with the Senior Director - Risk Analytics, the as well as the heads of Model Development, Model Implementation, and Capital Planning.
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Reporting to the Institutional Asset Management Market Leader, you will deliver OCIO (Outsourced Chief Investment Officer) solutions to non-profit organizations, defined benefit pension plans, and corporations.
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As a member of DART, the candidate will primarily focus on audits of Second Line Risk Management (including areas such as Risk Management Framework, Enterprise Risk Management, Operational Risk Management, Credit Risk Management, Risk Appetite, Third Party Risk Management, Operational Resiliency, Country Risk, Payments and ESG) and/or Finance (including accounting and regulatory reporting, capital, liquidity, market, corporate treasury and other related risks.
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Boston, United States of America The Associate, Treasury executes and improves on the day-to-day operations in one or more of the following processes: Liquidity Risk Management, Asset-Liability Management, Interest Rate Risk, Cash Management, Investment Portfolio Management, Cash-Management, Capital Planning and Recovery & Resolution.
$130,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Play a leading role in developing, drafting and presenting the comprehensive annual Interest Rate Risk / Liquidity Risk Oversight report which documents MLRM's ongoing review and assessment of Truist's interest rate and liquidity risk management practices and risk position.
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Execution of ongoing monitoring results in alignment with internal and supervisory market risk management and model risk management expectations. Duties and Responsibilities:Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model monitoring and documentation to support Capital Markets activitiesDevelopment and production of enhanced risk and P/L reporting capabilities to support derivatives and securities business linesProduction of committee presentation materials and regulatory market risk disclosures.
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The “GIA and VA Asset Modeling & Development” team of Quant R&D has primary responsibilities for modeling all of the GIA’s assets, ensuring and maintaining critical Portfolio Management dependent operations for the GIA and Variable Annuity programs, and generating ALM pricing and risk analytics for all of Quantitative Portfolio Management’s hedging programs.
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asset management risk credit market jobs Company: Jpmorgan Chase Co in Mililani-town, Hawaii
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