Vp equity model validation control

Ashton Lane Group, Inc — New york

vp equity model validation control about the job senior position supporting the model control of an investment bank responsibilities: managing the equities model control function including vanilla and exotic equity derivatives certification of models and their valuation methodologies prior to their use. testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuati[...]

05/25/2012 20:00 » Monster 

Vp equity model validation control

Ashton Lane Group, Inc — New york

VP Equity Model Validation Control - senior position supporting the model control of an investment bank responsibilities: - managing the equities model control function including vanilla and exotic equity derivatives - certification of models and their valuation methodologies prior to their use. - testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation ass[...]

Job Type: Employee / Full-time

05/25/2012 19:00 » MilanoFinanza 

Director market risk model validation

Ashton Lane Group, Inc — Dc-washington/metro

Director Market Risk Model Validation - managing the independent model validation for a large commercial bank responsibilities: - plan and execute projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used by the treasury and balance sheet management groups. - develop a thorough understanding of the relevance of the data utilized, the models' conceptual framework, and how the models' output is in ultimately used in making business decision[...]

Job Type: Employee / Full-time

05/25/2012 19:00 » MilanoFinanza 

Director of statistical analysis

Ashton Lane Group, Inc — De-delaware

Director of Statistical Analysis - senior statistician manager for a large commercial bank responsibilities: - lead an analytical team that develops tests, models and analyses enabling a broad range of business decisions and policies, including marketing, product development, and pricing - partner with other leaders to develop an analytical strategy and agenda for the business - influence non-analytical business leaders on where analytical leverage is and gain approval for investments - ensure h[...]

Job Type: Employee / Full-time

05/25/2012 19:00 » MilanoFinanza 

Vp equity model validation control

Ashton Lane Group, Inc — New york, ny

VP Equity Model Validation Control - responsibilities: - managing the equities model control function including vanilla and exotic equity derivatives - certification of models and their valuation methodologies prior to their use. - testing for adherence to such methodologies, evaluating internal valuation marks against external benchmarks, identification and resolution of valuation discrepancies, and communicating a valuation assessment to senior management. - complex transaction review and anal[...]

Job Type: Employee

05/25/2012 19:00 » e-FinancialCareers 

Director market risk model validation

Ashton Lane Group, Inc — Washington

Director Market Risk Model Validation - responsibilities: - plan and execute projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used by the treasury and balance sheet management groups. - develop a thorough understanding of the relevance of the data utilized, the models' conceptual framework, and how the models' output is in ultimately used in making business decisions - independently research, identify and prototype industry best model[...]

Job Type: Employee

05/25/2012 19:00 » e-FinancialCareers 

Director of statistical analysis

Ashton Lane Group, Inc — Wilmington

Director of Statistical Analysis - responsibilities: - lead an analytical team that develops tests, models and analyses enabling a broad range of business decisions and policies, including marketing, product development, and pricing - partner with other leaders to develop an analytical strategy and agenda for the business - influence non-analytical business leaders on where analytical leverage is and gain approval for investments - ensure high quality of delivery in analytical domain, while ensu[...]

Job Type: Employee

05/25/2012 19:00 » e-FinancialCareers » Delaware 

Operations reporting specialist

Ashton Lane Group, Inc — Chicago, il

Operations Reporting Specialist - responsibilities: - perform rwa calculations for the securitization business line ensuring strict adherence to basel 3 input guidance - responsible for quarterly rwa analysis - perform rwa simulations for conduit transactions - maintain/organize files for all rwa reporting & quarterly portfolio reviews - responsible for internal and external reporting - liquidity calculations - first loss reporting - daily funding reporting - investor reports (s&p/moody'[...]

Job Type: Employee

05/24/2012 14:00 » e-FinancialCareers 

Associate quantitative market risk modeling

Ashton Lane Group, Inc — Washington

Associate Quantitative Market Risk Modeling - responsibilities: - develop models, validate existing models and perfrom benchmarking, stress testing, and scenario analysis on a complex portfolio of interest rate and credit derivatives - research and implement best practices to model securities, derivatives, and financial assets - assess and quantify model risk according to regulatory and internal policy guidelines - prepare model validation reports and documentation - assist in the analysis and p[...]

Job Type: Employee

05/24/2012 14:00 » e-FinancialCareers 

Director otc derivatives compliance

Ashton Lane Group, Inc — New york, ny

Director OTC Derivatives Compliance - responsibilities: - developing programs and procedures necessary to review swap dealer and major swap participant applicants' compliance with requirements pursuant to section 4s of the commodity exchange act. - developing programs and procedures necessary to conduct audit examinations - hiring and training staff. - monitor the department's progress in implementing the structure and programs for regulating and ensure the department is functioning efficiently [...]

Job Type: Employee

05/24/2012 14:00 » e-FinancialCareers 

Senior weather risk analyst

Ashton Lane Group, Inc — New york, ny

Senior Weather Risk Analyst - responsibilities: - participates in meeting with clients to discuss and assess their operations, review cash flow analysis, and key business drivers. - provide quantitative analysis of business impact due to weather / environmental related events - perform statistical measures to assess likelihood of event driven risk and evaluate potential risk mitigation solutions - uses independent judgment and initiative to support business goals. - maintain a high level of clie[...]

Job Type: Employee

05/24/2012 14:00 » e-FinancialCareers