Credit Risk Model Validation Jobs

Pierce - New York, NY, United States

implementations. Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE) Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products

from: linkedin.com - 2 days ago

Belco Community Credit Union - Harrisburg, PA, United States

: Asset Liability Management and Liquidity Management: In coordination with the credit union’s ALM Consultant, conduct ALM Modeling tasks, including updating the model quarterly, reconciliation, back

from: linkedin.com - 6 days ago

Pierce Technology Corp - New York County, New York

implementations. Experience with Counterparty Credit Risk (CCR), simulation model and credit exposure (PFE, MPE, EPE) Good knowledge of Derivatives (e.g., Interest Rate, Credit, FX) and Exchange Traded Products

from: resume-library.com - 5 days ago

Alliance of Professionals & Consultants, Inc. (APC) - , CA, United States

and monitor ML models for all functional areas across credit and fraud risk Liaise with senior leadership in the client company and understand key focus areas and targets and propose solutions Partner

from: linkedin.com - 11 days ago

Morgan Stanley - New York, United States

standards for the identification, development, validation, and use of models. Risk Analytics Department (RA): RA develops models to measure and manage credit, market, and operational risk, providing Competitive

from: efinancialcareers.com - 4 days ago

JPMorgan Chase Bank, N.A. - Jersey City, NJ

from regulators, the model validation group, business desks, and the risk and finance organization, including senior management. * Develop subject matter expertise of credit risk models such as Probability

from: JPMorgan Chase Bank, N.A. - 6 days ago

First Citizens Bank - Raleigh, North Carolina

Overview: This position is within First Citizens Bank’s Model Risk Management (MRM) team, with a primary focus on conducting validations for the bank's CCAR stress testing and capital planning models

from: resume-library.com - 14 days ago

First Citizens Bank - Raleigh

Overview: This position is within First Citizens Bank's Model Risk Management (MRM) team, with a primary focus on conducting validations for the bank's models used for credit risk rating, marketing USD 88,800.00 - 153,920.00 per year

from: Dice.com (+1 source) - 17 days ago

PenFed Credit Union - San Antonio, Texas

validation efforts in accordance with the model risk management policy. Supported Functions: Incumbent may support any of the following functions. Consumer Lending credit/fraud underwriting risk modeling

from: resume-library.com - 2 days ago

JPMorgan Chase Bank, N.A. - Brooklyn, NY

or model review/validation in one or more of the core regulatory capital frameworks: Market Risk, Wholesale Credit Risk, Retail Credit Risk, Counterparty Credit Risk * Experience as a consultant implementing

from: JPMorgan Chase Bank, N.A. - 15 days ago