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  • Head of First Party Risk will oversee the review and tracking of all engagement risk for the Risk & Compliance organization and support the implementation of the client risk assessment and recording system at our company. Develop first party risk objectives, strategies, policies and related documentation. Organize periodic meetings to review the risk framework effectiveness. Ensure risk framework ...

  • Offer: A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking - Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks ...

  • Offer: A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking - Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks ...

  • Offer: A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking - Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks ...

  • Offer: A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking - Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks ...

  • types, sub types and others as warranted Being informed and communicating new or emerging risks, including appropriate escalation of concerns and issues, assuring the expected controls and control risk library are accurate, up to date and comprehensive at all times. Examining and providing input

  • The Global Risk Analytics Function is accountable for Model Risk to the Group .Global Risk Analytics is a newly formed quantitative analytics function spanning across the sub-functions of Wholesale Market Risk (market risk, CVA, CCR, credit), Operational Risk, Regulatory and Financial Crime

  • To be able to operate autonomously, to drive a project/task forward and produce an end state product that can be presented to senior management with minimal required revision - Knowledge of other areas such as Liquidity Risk or Capital Management would also be useful - Proven experience within a risk

  • Offer: A good understanding of broad risk measurement frameworks, including Market Risk (e.g. VaR) or Credit Risk management as it applies to Private/Retail Banking or to Investment Banking - Knowledge of Internal Capital Models such as Economic Risk Capital or Stress Testing frameworks ...

  • escalations and Control tasks) - Ability to deal with senior stake holders across different time zones ( support Risk Managers in Asia and EMEA ) Decision-making and Problem Solving : This section should describe the extent and level to which the job requires evaluative judgement and analytical skills ...

  • with existing spreadsheet tools or setting up customized tools which use the bank's internal pricing models - Define reporting requirements in conjunction with other Risk teams and Front Office partners - Participate in bank wide working groups and committees - Perform investigation into a wide range

  • peers/stakeholders and other leaders across various lines of business Preferred Skills:- Ability to engage with management at various levels regarding internal controls, compliance & risk management and accounting Proven ability to manage multiple and often competing priorities in a global environment; Ability

  • Your responsibilities are: Improving the Drive Process by eliminating Non-Value Added activities and promoting effective resource management Ensuring Asset Management for sustainable service deliveries and acceptable financial performance. This should be within acceptable risk parameters and cost. To be effective in undertaking these responsibilities you would require the following skills: Strong ...

  • Associate/AVP - Financial Engineer - Risk Methodology - Investment Bank Job Title: Financial Engineer & (Team Head) Functional Title: Associate Level/Assistant Vice President Division: Risk Methodology Number of direct reports: initially 4 The primary objective of RM is to provide

  • of significant financial stress for calculating SVaR - Recalibration of scaling factors for estimation of materiality of risks-not in the VaR model - Theoretical backtesting for the performance measurement of internal models, in particular Value-at-Risk models You will have: - High professional and ethical

  • - Recalibration of model parameters which are used in the internal risk and capital models for market risk, in particular for Value-at-Risk models - Recalibration of model parameters which are used in the internal ratings based models for credit risk - Recalibration of the period of significant

  • Support in production of material to be distributed to regulators - Quantitative risk analysis of existing derivative transactions on counterparty, portfolio and individual trade levels. This may involve working with existing spreadsheet tools or setting up customized tools which use the bank's internal

  • for the role in the MRM team are expected to hold a first degree in a quantitative discipline, e.g. Mathematics, Physics, Engineering, Finance, and probably a Masters or PhD. - Extensive experience in financial modeling and/or model validation. Hands-on experience of risk and capital modeling, derivatives

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