- M&T Bank (Buffalo, NY)
- …related duties as assigned. **Scope of Responsibilities:** The position serves as a quantitative expert in use of statistical programming languages to analyze ... DE.** **Overview:** Independently develops, implements, maintains, analyzes and manages quantitative /econometric behavioral models used for credit risk, interest … more
- Citigroup (New York, NY)
- **Job Background CTI Business** Citi Treasury Investments (CTI) within Corporate Treasury manages Citi's major liquidity portfolios with oversight from Citi's ... of risk models used by CTI + Liaise with Treasury Risk, Risk reporting and the Treasury ...+ Conducts daily, weekly, and or monthly monitoring of Interest Rate Exposure, Economic Value Sensitivity, DV01, duration, convexity,… more
- TD Bank (New York, NY)
- …on quantitative analysis + Implements and/or executes strategies for interest rate risk management, balance sheet forecasting, or funds transfer pricing + ... details for this role. **Line of Business:** Finance **Job Description:** The Senior Treasury ALM Manager develops and executes complex treasury projects and/or… more
- TD Bank (New York, NY)
- …for this role. **Line of Business:** Finance **Job Description:** The Senior Manager, Treasury ALM oversees a team of Treasury professionals in execution and ... of Asset and Liability Management (ALM) activities (balance sheet and net interest income forecasting, interest rate risk measurement, funds transfer pricing,… more
- TD Bank (New York, NY)
- …**Customer Accountabilities:** + Provides day to day direction to team members on quantitative analysis + Executes strategies for interest rate risk management, ... for this role. **Line of Business:** Finance **Job Description:** The Treasury ALM Manager maintains, enhances and develops reporting, analysis, and processes… more
- TD Bank (New York, NY)
- …are looking to hire a Vice President to join the QMA team as an Interest Rates curve and linear rates quantitative strategist. This individual will be ... VP - Technology Solutions TDS is responsible to provide expert advice and counsel in system planning, performance, integration,...performance analysis of the models and work with the quantitative modelers to improve + Partner with other areas… more
- JPMorgan Chase (New York, NY)
- …a responsible way by anticipating new and emerging risks, and using your expert judgement to solve real-world challenges that impact our company, customers and ... decisions and offers significant visibility to senior management. Chief Investment Office, Treasury and Corporate (CTC) Risk manages the risk of the retained… more
- Citigroup (New York, NY)
- …Sheet and Income Statement + In addition, the team supports broader Treasury ALM quantitative analytical needs **The candidate's job responsibilities include:** ... the bank's CCAR PPNR processes + These models are used by Citi's Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework,… more
- Citigroup (New York, NY)
- …Sheet and Income Statement + In addition, the team supports broader Treasury ALM quantitative analytical needs **The candidate's job responsibilities include:** ... the bank's CCAR PPNR processes + These models are used by Citi's Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework,… more
- Citigroup (New York, NY)
- …Sheet and Income Statement. + In addition, the team supports broader Treasury ALM quantitative analytical needs. **The candidate's job responsibilities ... bank's CCAR PPNR processes. + These models are also used by Citi's Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework… more
- BMO Financial Group (New York, NY)
- …full-service financial services provider. We offer corporate and investment banking, treasury management, as well as research and advisory services to clients ... global markets across asset classes including: debt, foreign exchange, interest rate, credit, equity, securitization, and commodities. Provides competitive pricing… more
- Citigroup (New York, NY)
- …Risk Management * Advanced analytical, technical and quantitative skills * Expert knowledge of treasury , market risk and liquidity management and knowledge ... loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange...Equities Market Risk or Trading + Degree in a Quantitative or Financial discipline + Advanced knowledge of financial… more
- JPMorgan Chase (New York, NY)
- …program starts with a five-day orientation and training session in New York; expert instructors and JP Morgan professionals will teach you about our history, our ... retained by the firm. + **The Chief Investment Office, Treasury and Corporate (CTC) Risk Team** is an independent...for the independent risk management of Firmwide Liquidity Risk, Interest Rate Risk, and Capital Risk. **Job responsibilities** +… more