- Jefferies (Jersey City, NJ)
- Job Description Risk Analytics - counterparty credit risk quantitative analyst Quantitative specialist for developing and managing analytics ... new models at the firm. Responsibilities Develop and implement analytics for counterparty credit risk ...models across systems. Create and execute strategies to minimize risk based capital required by regulation. Perform quantitative… more
- JPMorgan Chase (Plano, TX)
- …status quo and striving to be best-in-class. As a Vice President in the Counterparty Risk team, you will conduct in-depth portfolio analysis, stress testing, and ... various market conditions. You will execute and analyze regulatory stress submissions for counterparty credit risk . You will prepare accurate and timely analysis… more
- US Bank (New York, NY)
- …risk process for accepting non-standard securities collateral (eg corporate bonds). Counterparty risk management for secured financing transactions and its ... model will also be part of the responsibilities. The counterparty risk management function is responsible for...to effectively have discussions with Front Office traders, Market Risk Officers, and Risk Analytics … more
- JPMorgan Chase (Jersey City, NJ)
- …management, treasury services, wealth management and corporate banking. As a Basel Measurement Analytics (BM&A) Counterparty Credit Risk SFT - Associate ... infrastructure for Basel 3 and other Capital-related requirements, and managing the Quantitative Impact Studies for regulators. This role provides an opportunity to… more
- SMBC (New York, NY)
- …with policies and procedures. Within Credit Risk Group, counterparty credit risk team performs risk exposure analysis/ analytics and risk ... in the CM business, CM is looking to expand Counterparty Credit Risk team by adding a...department is organized into four functional groups - Credit Risk Group, Market Risk and Analytics… more
- JPMorgan Chase (Newark, DE)
- The Basel Measurement & Analytics (BM&A) group within CIO is responsible for calculating, analyzing, and reporting firm-wide RWA for market risk , wholesale ... RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies. The BM&A Derivatives Team is… more
- Wells Fargo (Charlotte, NC)
- …join the Corporate Market Risk Group ("CMRG") team within Market and Counterparty Risk Management (MCRM). This team is responsible for providing independent ... closely with multiple lines of business, as well as Risk Analytics , Technology, Finance and other business...testing and other ad hoc tools. + Collaborate with quantitative model developers and technology to identify potential system… more
- Wells Fargo (Charlotte, NC)
- …for front office trading and risk management activities and by Market and Counterparty Risk Management (MCRM) for market and counterparty risk ... Officer (MRO), you will be managing a team of quantitative professionals responsible for ensuring that models used for...Perform independent validations of models used for CVA and Counterparty Risk Exposure models across asset classes… more
- Wells Fargo (New York, NY)
- …seeking a CIB Quantitative Strategist - Vice President (Lead Securities Quantitative Analytics Specialist) in Corporate & Investment Banking. Learn more ... of business at wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA… more
- PNC (Cleveland, OH)
- …New York, NY, Pittsburgh, PA, Cleveland, OH, Washington, DC, or a PNC location. The Risk Analytics Quantitative Manager Senior will develop and enhance ... and experience include: * 10+ years of industry related risk analytics quantitative experience within... and liquidity including all aspects of finance, CCAR, counterparty , and PFE, CVA, and FRTB. **Job Description** +… more
- Fannie Mae (Reston, VA)
- …a high-impact role where you'll lead audits across a wide range of financial risk models-Interest Rate, Market, Liquidity, and Counterparty Credit Risk . As ... modeling areas. *THE IMPACT YOU WILL MAKE* The Quantitative Model Risk Advisor, Internal Audit role...including focusing on Interest Rate Risk , Market Risk , Liquidity Risk and Counterparty … more
- Fannie Mae (Reston, VA)
- …Engineering, Economics, or related quantitative discipline * 2+ years' Quantitative Analytics experience in the development, validation or auditing in ... engaged with continuous monitoring to facilitate identification of emerging risk and risk assessment. The* Quantitative ...the following areas related to mortgage finance activities: credit risk , counterparty credit risk , and… more
- Mizuho Corporate Bank (New York, NY)
- …Manage a team of 5 quantitative developers focused on specialized credit risk analytics supporting credit stress testing, CECL, and rating models. + Oversee ... analytics for the suite of Wholesale and Counterparty credit risk models. The Candidate will...models; develop methodology & algorithms for new models and analytics . + Perform quantitative research to follow… more
- Bank of America (New York, NY)
- …Prior auditing background preferred **Skills:** + Critical Thinking + QuantitativeDevelopment/Validation + Risk Analytics + Risk Modeling + Technical ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia;...modelling and model uses, particularly in trading models, market risk models and Counterparty Credit Risk… more
- Citigroup (Tampa, FL)
- … types including market, counterparty credit, wholesale credit, and retail risk . + Applies quantitative and qualitative data analysis methods using ... ability to grasp complex analytical or mathematical concepts quickly **Job Family Group:** Risk Management **Job Family:** Risk Analytics , Modeling, and… more
- Wells Fargo (St. Louis, MO)
- Markets MRM is seeking an experienced **Senior Quantitative Analytics Specialist (Assistant Vice-President)** to join the **Trading and Market Risk ... management exposure models to advance your career in quantitative risk management and market risk...and oversight of models used in trading, market and counterparty risk management** . These models are… more
- UGI Corporation (King Of Prussia, PA)
- …risk controls, including portfolio validation, monitoring position limits and credit exposure, counterparty risk assessment, and risk analysis. + Oversee ... settlement processes across multiple markets + Demonstrated expertise in advanced risk analytics , net exposure calculation, and portfolio optimization techniques… more
- Bloomberg (New York, NY)
- … Risk System (MARS) Front Office Risk , Market Risk , Credit Risk , Counterparty Risk , Hedge accounting, Climate Risk , Collateral management and ... to be well-versed in multi-asset classes, have a technical understanding of data flow, risk analytics and strong project management skills. You will need solid… more
- Bloomberg (New York, NY)
- …C++ and Python libraries. Within the Quantitative Analytics team, the Quantitative Market and Liquidity Risk Analytics group ("QMLRA") is responsible ... York Business Area Product Ref # 10044534 **Description & Requirements** Bloomberg's Quantitative Analytics team is responsible for the design and implementation… more
- Citigroup (New York, NY)
- …check the completeness, validity, and accuracy of Critical Data Elements (CDEs) within Counterparty Credit Risk (CCR) Contract and Collateral data. Review the ... Citigroup Global Markets Inc. seeks a Business Analytics Senior Analyst for its New York, NY...false positives and provide improved data quality requirements to Risk for approval. Leverage SQL and Python to build… more
