- BBVA (New York, NY)
- …and credit risk exposures across broad range of products, which may include interest rate , foreign exchange, fixed income, equity, volatility, commodity and ... supporting roles is strongly preferred. Applicant must have advance knowledge of derivatives markets ( interest rates, FX) and various pricing methodologies,… more
- Citigroup (New York, NY)
- The role is for a Interest Rate Derivatives Quantitative Analyst (Quant). The successful candidate will have experience as front-office (FO) desk quant, ... with experience in modeling of derivatives , ideally in rates. The role involves end-to-end ownership...**Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial… more
- Athene (West Des Moines, IA)
- …+ Build, refine and manage models of valuation and risk for equity, FX and interest rate derivatives - options, swaps, and forwards. Implement models in ... and management techniques. + Familiarity with capital market (preferably equity derivatives ) with a focus on quantitative /risk analysis and application… more
- Athene (West Des Moines, IA)
- …asset liability management-related activities. The focus of this role will be interest rate and foreign exchange risk hedging. Accountabilities: Risk Analysis ... Position will work under the direct supervision of the Portfolio Manager - Risk and Derivatives and Sr. Portfolio Manager - Risk and Derivatives , and work on the… more
- MetLife (Whippany, NJ)
- …expertise related to risk and analytics and the derivatives ecosystem. * Test derivatives pricing models for interest rate and currency products in ... risk principles. Working experience in fx, fixed income or derivatives area. * Strong analytical and quantitative ...or derivatives area. * Strong analytical and quantitative skill set. * A proven ability to think… more
- Fannie Mae (Washington, DC)
- …and provide analytical support to business users. *THE IMPACT YOU WILL MAKE* The *Lead Quantitative Modeler - Interest Rate Models* role will offer you the ... with public and proprietary data in the area of interest rate modeling. This may include term...and initiatives and in conducting or assessing ad hoc quantitative analyses, modeling, or programming using SQL and Python.… more
- Regions Bank (Atlanta, GA)
- …floor environment * Advanced knowledge of market practices across traded products - Rate Derivatives , FX, Commodities, Credit Derivatives (CDX, CMBX etc.), ... Thank you for your interest in a career at Regions. At Regions,...section of the system. **Job Description:** The Capital Markets Quantitative Analyst IV works as the senior/lead in a… more
- JPMorgan Chase (New York, NY)
- …accuracy and insights. + Expertise in derivatives pricing, with focus on interest rate and credit products and models. JPMorganChase, one of the oldest ... are seeking a highly skilled and motivated Associate to join our Credit Quantitative Research team, specifically within the Public Finance team that focuses on… more
- TEKsystems (New York, NY)
- …modeling. + FICC asset class modeling: differences in FX vs. bonds/commodities, interest rate impacts. + Version control: Git strategies, collaboration ... Job Title: Quantitative Developer - FX & FICC Analytics Duration:...design, performance optimization, OOP knowledge + Calculus in finance: rate of change, partial derivatives , second … more
- Fannie Mae (Washington, DC)
- …commercial property valuation, macroeconomic models including property value, NOI and interest rate , mortgage products and securities, borrower behavior, ... and hedging strategies, financial valuation of finance assets and derivatives , economic capital, and stress testing. *THE IMPACT YOU...testing. *THE IMPACT YOU WILL MAKE* * The *Lead Quantitative Modeler - Multifamily* role will offer you the… more
- Bank of America (Charlotte, NC)
- … Quantitative , or Economicspreferred + Experience analyzing fixed income securities, interest rate derivatives + Technical Business Analyst skills ... Senior Asset Liability Associate - Interest Rate Analytics Charlotte, North Carolina **To proceed with your application, you must be at least 18 years of age.**… more
- Citigroup (New York, NY)
- …Working with bonds, loans, credit default swaps, foreign exchange derivatives , and interest rate derivatives to hedge and manage risk for non-linear ... for clients. Seven (7) years of experience must include: Pricing interest rate , credit, foreign exchange, and hybrid derivatives in Excel, Python, Monte… more
- SMBC (New York, NY)
- …all major currencies which will provides unique opportunities to learn all aspects of trading interest rate derivatives . Given the small size of the trading ... employees. **Summary** SMBC Capital Markets, Inc. (CM) is a derivatives trading company which was started in 1988 and...well as exchange traded products such as treasury bonds, interest rate futures & options, currency futures,… more
- SMBC (New York, NY)
- … derivatives as well as exchange traded products such as treasury bonds, interest rate futures & options, currency futures, treasury futures & options, etc. ... with a broad product portfolio, with specific emphasis on interest rates and foreign exchange products such as ...role, preferably with a focus on capital markets and derivatives . * Strong analytical, quantitative , and communication… more
- Neuberger Berman (Chicago, IL)
- … interest rate products including government bonds, interest rate swaps, futures, options, and other derivatives . The successful candidate will also ... preferred. + 3+ years of trading experience preferably in interest rate markets (bonds and derivatives...(eg, Python, VBA) is a plus. + Excellent analytical, quantitative , and communication skills. + Ability to work collaboratively… more
- SMBC (New York, NY)
- …currencies which will provides unique opportunities to get exposure to all aspects of trading interest rate derivatives . Given the small size of the trading ... candidate who wants to build their career in an interest rate derivative trading floor. This position...impact of on the portfolios. + Deep understanding of interest rates derivatives valuation and market risk,… more
- Bank of America (New York, NY)
- …the Americas. Focus on over-the-counter solutions across asset classes, ranging from interest rate and FX hedging,to hedging and monetization solutions around ... and engage in the structuring, origination, positioning and execution of OTC derivatives and fully funded transactions across all the asset classes. The role… more
- BlackRock (San Francisco, CA)
- …to provide best execution and market flow information for investment activities in interest rate markets. Fundamental knowledge of rates markets is strongly ... aid in the execution of Rates products (Bonds, Futures, Derivatives ). This position can be in either New York...Fundamental competence with basic fixed income concepts + Strong quantitative skills, attention to detail, and a sense of… more
- M&T Bank (Boston, MA)
- **Overview:** Proactively uncovers Interest Rate Risk (IRH) derivatives and/or (Foreign Exchange) FX transactions. Supports the sales, cost and process ... the Bank's Relationship Manager knowledge and sales ability with IRH derivatives or FX transactions strategic selling. **Primary Responsibilities:** + Lead the… more
- Aegon Asset Management (Cedar Rapids, IA)
- … in actuarial systems. + Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, or ... modeling and data choices. Qualifications: + Bachelor's degree in a technical/ quantitative discipline such as statistics, math, actuarial science, computer science,… more