Market Risk and Capital Usage Modeling Lead
1 week ago
Citigroup is seeking a highly skilled Market Risk and Capital Usage Modeling Lead to join our team. As a key member of our Global Markets division, you will be responsible for leading efforts on Stress Testing and Market Risk Capital usage modeling within Markets.
Key Responsibilities:- Understand firm's overall risk appetite and capital framework to allow effective optimization and allocation of risk appetite
- Understand current methodologies/models and processes for Stress Scenarios/CCAR/RWA/VAR/FRTB workstreams impacting TCE usage for the business
- Be the point person and partner with Desks/Quants/Market Risk/Technology and other relevant teams to propose and drive any relevant improvements to the current methodologies
- Understand the underlying data and time series used in various models and lead FO efforts to vet these
- Build Front Office/shadow version/alternate benchmark models across product areas for use in validation, enabling what-if analysis for RWA and other capital metrics and for underlying sensitivities & attribution analysis
- Identify and monitor systemic and idiosyncratic risks across businesses and identify any rising material risk events
- Closely track performances of products within Markets on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material risks
- Coordinate with business heads and technology team to develop a robust and comprehensive risk monitoring framework that allows the business to manage the overall risk positions in real time
- Graduate degree in Finance, Economics or another quantitative field (Mathematics, Computer Science, Physics, etc.) is required
- 10+ years of experience in either sell-side or buy-side Risk Modelling, Research, Macro/Cross-Asset Trading or relevant academic research
- Experience in developing comprehensive risk management frameworks and some familiarity with relevant regulatory guidance across risk stripes
- Strong understanding of Historical VAR and FRTB
- Knowledge of Equity products or equity trading background will be a great plus
- Strong business process / analytical design skills and experience
- Proven track record of managing teams/attracting talent and organizational leadership
- Results oriented, pro-active and decision maker
- Excellent interpersonal and communication skills with proven people management skills to support and further develop the team
-
Head of Capital Management and Risk Modeling
4 weeks ago
New York, New York, United States Argo Group Full timeJob DescriptionArgo Group is a leader in specialty insurance with a vibrant culture built on respect, equality, wellness, and opportunity. We're an innovative organization that's small enough to be agile and big enough to make a difference in our industry.Our flexible workplace is continuously evolving to ensure all employees feel:Comfortable bringing their...
-
New York, New York, United States RBC Capital Markets, LLC Full timeJob SummaryEvaluate commercial loan requests by reviewing applicants' credit histories and analyzing financial statements to approve or deny loan applications.Key ResponsibilitiesReview credit history, profitability, and liquidity of clients to assess risk level involved in credit extension or money lending.Consult with customers to verify financial and...
-
Product Manager
3 weeks ago
New York, New York, United States OatFi Full time{"title": "Product Manager - Credit Risk and Capital Markets", "content": "About OatFiOatFi is revolutionizing the way B2B payment platforms embed and monetize working capital solutions. Our mission is to enhance financial access for small and medium-sized businesses, supporting the paradigm shift in B2B payments.By leveraging our API, platform partners...
-
Market Risk Analytics Lead
1 week ago
New York, New York, United States Mizuho Bank Ltd Full timeJob SummaryWe are seeking a highly skilled Market Risk Analytics Lead to join our team at Mizuho Bank Ltd. As a key member of our Risk Analytics group, you will be responsible for developing and managing analytics for risk models, including value-at-risk, stress, and capital models.Key ResponsibilitiesDevelop, test, and implement risk analytics for new...
-
Director of Treasury and Capital Markets
4 weeks ago
New York, New York, United States Roku Full timeAbout the RoleRoku is seeking a highly motivated and experienced Director of Treasury to lead our global finance team with strategic vision and operational excellence. As a key member of our finance team, you will play a pivotal role in optimizing our capital structure through innovative debt and equity transactions, ensuring robust long-term financial...
-
Director of Treasury and Capital Markets
1 month ago
New York, New York, United States Roku Full timeAbout the RoleRoku is seeking a highly motivated and experienced Director of Treasury to lead our global finance team with strategic vision and operational excellence. As a key member of our leadership team, you will play a pivotal role in optimizing our capital structure through innovative debt and equity transactions, ensuring robust long-term financial...
-
Quantitative Market Risk Analytics Lead
1 week ago
New York, New York, United States Creative Data Resources Full timeJob Title: Quantitative Market Risk Analytics LeadAt Creative Data Resources, we are seeking a highly skilled Quantitative Market Risk Analytics Lead to join our team. As a key member of our risk management team, you will be responsible for developing and managing analytics for risk models, including value-at-risk, stress, capital, and credit exposure...
-
Capital Markets Origination Summer Analyst
3 days ago
New York, New York, United States RBC Capital Markets, LLC Full timeAbout RBC Capital MarketsRBC Capital Markets is a leading investment bank that provides a focused range of products and services to corporations, financial institutions, institutional investors, and governments worldwide. With over 7,100 professionals, we operate from 70 offices in 15 countries across North America, the UK, Europe, and the Asia-Pacific...
-
Capital Markets Executive
2 weeks ago
New York, New York, United States Tandym Group Full time{"title": "Vice President of Capital Markets", "description": "Capital Markets Leadership OpportunityTandym Group is seeking an experienced professional to lead our capital markets efforts as Vice President of Capital Markets. This role will be responsible for sourcing financing relationships, maintaining relationships with existing financings, and...
-
Capital Markets Expert
6 days ago
New York, New York, United States Cohen & Company Capital Markets Full timeAbout Cohen & Company Capital MarketsCohen & Company Capital Markets (CCM) is a rapidly growing boutique investment bank on Wall Street, dedicated to guiding clients through challenging markets and complex transactions. We specialize in emerging products and industries, filling the gap left by traditional banks.Cohen & Company (parent company of CCM) is a...
-
Market Risk Quantitative Analyst
1 week ago
New York, New York, United States Selby Jennings Full timeMarket Risk Quantitative AnalystA leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. This individual will report directly to the Head of Risk Analytics and be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital...
-
Market Risk Quantitative Analyst
3 weeks ago
New York, New York, United States Selby Jennings Full timeMarket Risk Quantitative AnalystA leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. As a key member of the team, you will be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital Requirements.This role offers a...
-
Capital Markets Vice President
2 weeks ago
New York, New York, United States Capital One Financial Corp Full timeCapital Markets Vice PresidentCapital One Financial Corp is seeking a highly skilled Capital Markets Vice President to join our team. As a key member of our Capital Solutions group, you will be responsible for providing strategic and tailored investment banking products and advisory services to our clients.Key Responsibilities:Assist in sourcing placement...
-
Capital Markets Vice President
6 days ago
New York, New York, United States Capital One Financial Corp Full timeCapital Markets Vice President Job DescriptionCapital One Financial Corp is seeking a highly skilled Capital Markets Vice President to join our team. As a key member of our Capital Solutions group, you will be responsible for providing strategic and tailored investment banking products and advisory services to our clients.Key Responsibilities:Assist in...
-
Market Risk Analytics Lead
3 days ago
New York, New York, United States Mizuho Americas Full timeAbout the RoleMizuho Americas is seeking a highly skilled Market Risk Analytics Lead to join our team. As a key member of our risk management group, you will be responsible for analyzing and mitigating market risk across various asset classes.Key ResponsibilitiesDevelop and implement risk management strategies to minimize market risk exposureAnalyze and...
-
Financial Modeling Associate
3 weeks ago
New York, New York, United States Hercules Capital Full timeJob Title: Financial Modeling AssociateHercules Capital, Inc. is a leading provider of financing solutions to high-growth, innovative venture capital-backed and institutional-backed companies. We are seeking a highly skilled Financial Modeling Associate to support the growth and expansion of our private credit funds.Key Responsibilities:Develop and maintain...
-
Capital Markets Director
6 days ago
New York, New York, United States Monroe Capital Corporation Full timeJob Title: Capital Markets DirectorWe are seeking a highly skilled Capital Markets Director to join our team at Monroe Capital Corporation. As a key member of our Capital Markets team, you will be responsible for working closely with our team to develop and execute new syndication efforts, including creating marketing materials, working on legal grids,...
-
Capital Markets Director
3 weeks ago
New York, New York, United States Monroe Capital Corporation Full timeCapital Markets ProfessionalWe are seeking a highly skilled Capital Markets professional to join our team at Monroe Capital Corporation. The ideal candidate will have a strong understanding of leveraged finance transactions and market deal terms, with a proven track record of success in creating marketing materials, working on legal grids, and tracking...
-
Senior Capital Markets Manager
1 week ago
New York, New York, United States The Nielsen Company Full timeJob Title: Senior Capital Markets ManagerJoin The Nielsen Company as a Senior Capital Markets Manager and lead our Capital Markets function, overseeing debt and credit facilities, debt investor relations, cash flow forecast, balance sheet forecast, financial risk management, and pension investment oversight.Key Responsibilities:Manage Nielsen's revolving...
-
Senior Capital Markets Executive
4 weeks ago
New York, New York, United States Tandym Group Full timeA leading financial services firm, Tandym Group, is seeking an experienced professional to join their team as a Senior Capital Markets Executive.Key Responsibilities:Establish and maintain relationships with key stakeholders in the financial markets, including investors, lenders, and other industry professionals.Develop and execute strategic plans to drive...