- Scotiabank (New York, NY)
- Senior Manager, US Counterparty Credit Risk **Requisition ID:** 234013 **Salary Range:** 171,018.00 - 224,700.00 _Please note that the Salary Range shown is ... an inclusive and high-performing culture. TITLE: Senior Manager, US Counterparty Credit Risk DUTIES: Scotia...occupation: analyzing large sets of unclean data with bash, Python , and C++; optimizing risk report generation… more
- PNC (Pittsburgh, PA)
- …at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, such as Potential Future Exposure ... - Knowledge of regulatory requirements related to market and counterparty credit risk models, including...technical concepts to diverse stakeholders. - Hands-on experience with Python , R, MATLAB, SQL, and QuantLib. **Job Description** +… more
- Wells Fargo (Charlotte, NC)
- …Lead Quantitative Analytics Specialist to fill the role within the (MCRA) Market and Counterparty Risk Analytics Model Architecture team. This team acts as a ... customers and company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational, Regulatory Compliance),… more
- Navy Federal Credit Union (Vienna, VA)
- …credit risk strategies. + Conduct routine research and analysis on wholesale credit and counterparty risk , including evaluating the viability of debt ... Overview The Enterprise Credit Risk team provides independent second-line...analytic tools such as: Excel, SQL, Tableau, PowerBI, SAS, Python , R, or other data manipulation tools + Good… more
- US Bank (Charlotte, NC)
- …portfolio stress testing (CCAR), the allowance for credit losses (ACL / CECL), counterparty risk , climate risk , and commercial risk rating ... looking for a strategic and results-driven quantitative manager to lead initiatives within the Credit Risk Model Operations and Strategy team, part of the Model… more
- Citigroup (New York, NY)
- …The successful candidate will play a vital role in supporting the end-to-end product and counterparty credit risk platform and risk management framework ... + **Tool Development & Maintenance:** Use programming languages (eg, Python ) to build and maintain core functionality for the... analysis. Ensure robust risk monitoring of counterparty credit risk , including stress… more
- US Bank (Minneapolis, MN)
- …and validate a wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk models. + ... at least one statistical programming language such as SAS, Python or R. Familiarity with VBA, SQL, or Matlab...Strong background and practical experience developing and/or validating market risk , counterparty credit risk… more
- Mizuho Corporate Bank (New York, NY)
- …to detail, and mentor junior developers. Financial services experience required, ideally in Market Risk , Counterparty Credit Risk , or Liquidity Risk ... Join Mizuho as a Senior Software Engineer - Java/ Python /SQL! In this role, you will build data-intensive...design reviews, testing, CI/CD, releases, monitoring. + Partner with risk stakeholders; deliver audit-ready data contracts & controls. +… more
- MetLife (Whippany, NJ)
- …validation process for risk neutral scenarios and modeling derivative portfolio risk utilizing Python with Numerix applications (5%). Maintain and monitor ... Duties: Participate in the development and maintenance of risk neutral hybrid models used globally across MetLife in the economic valuation and modeling of liability… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk VP to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market ... calibration + Work closely with front office structuring, and credit risk teams to evaluate new deal...stress testing, and/or VaR frameworks + Technical skills in Python , Excel/VBA, or other analytical tools + Strong communication… more
- Capital One (New York, NY)
- …for derivative pricing and risk management, including derivative valuation, market risk , and counterparty risk models. Strong communication skills are ... Manager, Quantitative Analysis - Model Risk Office At Capital One data is at...everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit… more
- SMBC (New York, NY)
- …4 years of specialized experience as a data practitioner in Financial Services, preferably in the risk domain. + Credit Risk and/or Market Risk reports ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...to its employees. **Role Description** **The** **Vice President - Risk Data Management role will be within the … more
- PNC (New York, NY)
- …interest rate models, derivative pricing models, Value at Risk (VaR), and counterparty credit risk measurement models, such as Potential Future Exposure ... - Knowledge of regulatory requirements related to market and counterparty credit risk models, including...technical concepts to diverse stakeholders. - Hands-on experience with Python , R, MATLAB, SQL, and QuantLib. PNC will not… more
- Fannie Mae (Reston, VA)
- …analytics applied to one or more areas within credit , interest rate, counterparty credit risk , and/or fixed income valuation in the financial ... perform analytics and reporting functions supporting model governance and risk management. *THE IMPACT YOU WILL MAKE* The *...modeling, or programming using Tableau, SAS, SQL, R, or Python . * Foster a culture of continuous improvement and… more
- MetLife (Whippany, NJ)
- …teams to solve and support various risk applications related to Market, Credit , and Counterparty risk . Additionally, this role interacts with front ... a team with an array of technologies like .NET, Python , Angular, Java, Azure, and so more, while learning...Azure, and so more, while learning and working on Risk and Analytics for MetLife Investments. MetLife Investments is… more
- Huntington National Bank (Austin, TX)
- …pipelines, Docker, Kubernetes, and version control (Git) + Domain Knowledge: Understanding of counterparty data (eg, KYC, credit risk ) and financial services ... Skills: + Back-End: Expertise in server-side languages such as Python , Java, Node.js, or C#. Database: Strong knowledge of... or financial data + Domain Knowledge: Understanding of counterparty data (eg, KYC, credit risk… more
- Mizuho Corporate Bank (New York, NY)
- …+ Masters Degree in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred + Experience with pricing and ... Summary Quantitative market risk analytics specialist responsible for developing methodologies and...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… more
- SMBC (New York, NY)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... Description** SMBC Capital Markets, Inc. is seeking a highly skilled Associate for Market Risk to join our esteemed Market Risk Strategy Team. This role is… more
- Trexquant Investment (Stamford, CT)
- …optimal risk management + Collaborate with providers on macro market risk considerations, efficient margin policies, and counterparty exposure + Present ... We are looking for an experienced Portfolio Risk Specialist to lead and grow the ... models across all traded asset classes, including equities, credit , options, and futures, as well as at the… more
- Fannie Mae (Washington, DC)
- …analytics applied to one or more areas within credit , interest rate, counterparty credit risk , and/or fixed income valuation in the financial ... role. * THE IMPACT YOU WILL MAKE The* Model Risk Business Process QA Reviewer - Advisor *role will...analyses, modeling, or programming using SAS, SQL, R, or Python . * Foster a culture of continuous improvement and… more