- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- Federal Reserve System (San Francisco, CA)
- …validation, and performance assessment. + Perform quantitative analysis related to counterparty credit risk , including data analytics and statistical ... Supervision and Research (QSR) Team within our Supervision + Credit Group provides quantitative support to the...roles on various modeling teams, particularly teams responsible for counterparty credit risk modeling and… more
- JPMorgan Chase (New York, NY)
- …team in New York **Job Summary:** As a Quantitative Research Associate in the Counterparty Credit Risk and Margin Quantitative Research team, you ... state-of-the-art analytics and risk management tools for counterparty credit risk and margin....quantitative methods and analytical tools for modeling of counterparty credit risk and margin.… more
- PNC (Charlotte, NC)
- …an accomplished Senior Validation Manager to lead our Market Risk Model and Counterparty Credit Risk Model Validation team at PNC. This pivotal role ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager Senior you...rate risk and liquidity, as well as counterparty credit risk measurement models,… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- Citigroup (New York, NY)
- …wholesale credit management platform. This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... management or quantitative fields + 6+ years credit risk experience at a major financial...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- The Hartford (Hartford, CT)
- …(CMR) with a primary focus on credit analysis and surveillance of counterparty risk , including our Bank and Trading counterparties. This position will report ... + Eight or more years of professional experience in credit analysis, counterparty , bank analysis, credit risk management and/or finance at an… more
- M&T Bank (Abilene, KS)
- …macroeconomic environment to plan initiatives to accomplish enterprise-wide goals around the Counterparty Credit Risk (CCR) Management. Directly oversee a ... Experience Required:** + Bachelor's and/or Advanced degree in a quantitative field (Finance, Mathematics, Engineering, Physics, Computer Science, or...Statistics) + Minimum of 7 years of experience in counterparty credit risk or market… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- Fannie Mae (Washington, DC)
- …in any or more of the following areas related to mortgage finance activities: credit risk , counterparty credit risk , and interest rate risk . * ... *THE IMPACT YOU WILL MAKE* The *Internal Audit - Quantitative Model Risk - Senior Associate*role will...industry practices in credit , interest rate or counterparty credit risk modeling. *… more
- PNC (Tysons Corner, VA)
- … and liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk ...Exposure (PFE) and Credit Valuation Adjustment (CVA)… more
- Citigroup (Irving, TX)
- …testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk ... Risk Rating Process. RRA comprises around 50 quantitative risk analysts and other professionals located...50 risk models used within Citi Wholesale Credit Risk . **Job description AVP (RRA Irving… more
- JPMorgan Chase (Plano, TX)
- …+ Bachelor's degree in a quantitative discipline + Minimum 3 years of credit risk experience within financial services + Strong financial modeling skills and ... PowerPoint and Word **Preferred qualifications, capabilities, and skills** + Experience in credit / counterparty risk in infrastructure finance + Experience in… more
- Federal Reserve System (New York, NY)
- …to condition monitoring, counterparty policies.) + Maintain and enhance internal credit risk analytical tools. + Maintain open, timely communication and ... management and mitigation efforts. **Your role as a Financial Risk Specialist - Credit Risk ...line to ensure consistency and provide feedback on divergent risk assessments. + Conduct quantitative horizontal studies… more
- Morgan Stanley (New York, NY)
- …Background on the Position The position will reside within FRM's Wealth Management Credit Risk division responsible for the underwriting & portfolio management ... markets products and risks, as well as experience in retail and high-net worth counterparty credit underwriting. The position is based in New York. Primary… more
- JPMorgan Chase (Newark, DE)
- …Basel Measurement and Analytics group within Capital Management produces and analyzes firm-wide Counterparty Credit risk regulatory capital results on a ... role at the forefront of Capital RWA Reporting for Credit Risk Capital Firmwide As a ...rule implementation for RWA calculation and reporting + Performs quantitative impact studies (QIS) for regulatory agencies. Understand the… more
- JPMorgan Chase (New York, NY)
- …play a crucial role in developing and maintaining market, investment, liquidity and counterparty risk frameworks. You will have the opportunity to work closely ... position will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and...with modeling and working knowledge of portfolio valuations and risk systems + Strong quantitative skills, prior… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more