- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... valuation metrics used to determine relative value, and develop risk analytics used to quantify market ...MBS markets. We also develop the home price and interest rate models that help power our… more
- Wells Fargo (Charlotte, NC)
- …Director to lead the IRR Strategy team within BSIRRM, owning the measurement and monitoring of interest rate risk on the bank's balance sheet as well as ... BSIRRM and manage a team of analysts with responsibility to manage the company's interest rate risk profile under a range of various measures and scenarios,… more
- Charles Schwab (Westlake, TX)
- …on a mix of the following: ALM, fixed income analytics , capital markets, interest rate risk or relevant Treasury-related functions, analytics , ... brokered deposit notional investment allocation decisions, balance sheet modeling and analytics , market risk management, Asset Liability Management (ALM)… more
- JPMorgan Chase (Columbus, OH)
- …SQL queries / Python scripts that support interest rate risk , forecasting and other treasury analytics on state-of-the-art platforms including Databricks ... the Consumer & Community Banking finance organization? Join our Core Treasury Analytics team and create our newest segmentation empowering a client driven approach… more
- BMO Financial Group (Chicago, IL)
- …techniques, for the purposes of asset liability, liquidity, and interest rate risk management, customer analytics , profitability, and stress testing ... to work on developing, enhancing, implementing and maintaining quantitative models and analytics suites. They would do so by using conventional econometric and… more
- Bank of America (New York, NY)
- EFR Interest Rate Risk Manager Charlotte,...Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and Trend Analysis + ... goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic scenarios,… more
- Citigroup (Charlotte, NC)
- …the Head of Balance Sheet management. The IRRBB SME is an industry leading expert on Interest Rate Risk on the banking book analysis and modelling. Key ... responsibilities include: + Advises the Treasurer, ALCO, IFRC ( Interest Rate and FX Risk committee) and Treasury Risk Oversight Committee (TROC) on: +… more
- Raymond James Financial, Inc. (St. Petersburg, FL)
- …support the ongoing management of and strategic decision making related to the Firm's interest rate risk management and reporting. A successful candidate ... a focus on delivering timely, accurate, and insightful materials to senior management, the Interest Rate Risk Working Group, RJF Asset Liability Committee… more
- Bank of America (New York, NY)
- Financial Risk Analytics Sr. Specialist New York, New... risk programs within EFR focused on liquidity, interest rate risk , and capital through ... processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk...market and idiosyncratic stress. **EFR Team / Division: Financial Risk Analytics and Reporting** The Financial … more
- KeyBank (Charlotte, NC)
- …uncertain monetary policy, yield curve strategies are more critical than ever for managing interest rate risk and preserving bank profitability. The ability ... **Location:** 100 Public Square - Cleveland, Ohio 44113 **Model Risk Quant Analytics Manager** We are seeking a skilled and forward-thinking Model Risk Quant… more
- PNC (Pittsburgh, PA)
- …of some of PNC's most important models including asset and liability models used to manage interest rate risk and liquidity risk , Value at Risk ... to contribute to the company's success. As a Quantitative Analytics and Model Validator within PNC's Model Risk... Analytics and Model Validator within PNC's Model Risk Management organization, you will be based in Pittsburgh,… more
- Wells Fargo (Charlotte, NC)
- …Python programming and C++ programming expertise in model development. + Extensive experience in interest rate products pricing and risk modeling. + Strong ... Specialist to fill the role within the Market and Counterparty Risk Analytics group (MCRA) team. This position will cover researching, developing, testing,… more
- KeyBank (NY)
- …the latest market risk trends - including heightened uncertainty around interest rate movements and increased market volatility - ensuring our models ... Cleveland Ohio **ABOUT THE JOB** As a Senior Quantitative Analytics Associate, you will be at the forefront of...liability models, deposit pricing and runoff models, or other risk models spanning interest rate … more
- Enterprise Bank & Trust (St. Louis, MO)
- …our communities.** **Together, there's no stopping you!** **Job Title:** VP, Credit Risk Analytics **Job Description:** **Summary** Manages Allowance for Credit ... as varying growth rates, pay-off or reductions, segment concentrations, interest rate shocks, changes in credit quality,...7 years of experience in financial modeling including credit risk analysis, credit analysis, and data analytics .… more
- TD Bank (New York, NY)
- …and key factors contributing to profitability. + Responsible for reporting and management of Interest Rate risk , globally. + Brief senior management on key ... for this role. **Job Description:** The Head of Market Risk , Global Interest Rates Coverage leads the... risk policy to VP, Head of Market Risk & Counterparty Analytics **Requirements:** + 10+… more
- Capital One (Mclean, VA)
- …Associate to execute and research derivative hedging strategies, help manage Foreign Exchange and Interest Rate risk and develop code and digital tools to ... Senior Analyst - Capital Markets and Analytics The Treasury Asset and Liability Management Strategy...This position is analytical, benefitting from capital markets and interest rate risk management background… more
- Wells Fargo (Charlotte, NC)
- …and reporting content to reflect strategic initiatives and market trends, such as interest rate changes or portfolio pricing optimization. + Oversee project ... seeking a strategic thinking, creative problem solving and experienced Senior Lead Analytics Consultant with sharp technical skills to join the Corporate and… more
- PNC (Pittsburgh, PA)
- … Analytics , and Finance and Accounting. * Monitor, analyze, and report on the bank's interest rate risk in the banking book (IRRBB) and liquidity risk ... and have an opportunity to contribute to the company's success. As a Business Analytics Lead within PNC's Balance Sheet Management organization, you will be based in… more
- American Express (New York, NY)
- …market and liquidity risk function provides independent oversight of the bank's interest rate , FX, and funding risks. We set limits, challenge assumptions, ... + Knowledge of risk management frameworks and regulatory requirements, especially around Interest rate , FX and Liquidity risk , or regulatory guidance… more
- KeyBank (Cleveland, OH)
- … Management, or Pricing/Profitability. + Working understanding of funds transfer pricing (FTP), interest rate risk , liquidity management, and balance sheet ... validations of qualitative models and tools, including those used for pricing/profitability, interest rate setting, funds transfer pricing (FTP), and margin… more