- Wells Fargo (Charlotte, NC)
- …**About this role:** Wells Fargo is seeking a CIB Quantitative Strategist - Vice President (Lead Securities Quantitative Analytics Specialist) in Corporate & ... CVA. The opportunity will collaborate with front office trading, risk oversight, technology, and model governance functions...the design, implementation, and delivery of practical pricing and risk management solutions in XVA + Review… more
- Bloomberg (New York, NY)
- …derivative products across all major asset classes, including market data; counterparty credit, XVA and initial margin; value-at- risk and other Market Risk ... as well as collaboration with Engineering, Product Managers, and Model Validation partners. + Maintain Market risk ...Physics, Engineering, or Quantitative Finance. + Work experience at VP level or above (4+ years) at a Market… more
- SMBC (New York, NY)
- …The department is organized into four functional groups - Credit Risk Group, Market Risk and Analytics Group, Model Risk Group, and the Operational & ... CM business, CM is looking to expand Counterparty Credit Risk team by adding a VP to...and will represent the team in various forums. The risk management department is responsible for market, model… more