- PNC (Pittsburgh, PA)
- …Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative ... opportunity to contribute to the company's success. As a Quantitative Analytics and Modeling Consultant Senior Validator...position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models… more
- Wells Fargo (Charlotte, NC)
- … Analytics Specialist to fill the role within the (MCRA) Market and Counterparty Risk Analytics Model Architecture team. This team acts as a ... + Lead model calibration operations **Required Qualifications:** + 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a… more
- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... in **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel...and a proven track record in developing and supporting analytics libraries for the pricing, risk , and… more
- KeyBank (Cleveland, OH)
- …44114 **ABOUT THE JOB (JOB BRIEF)** Under some supervision, the Lead Quantitative Analytics Associate is primarily responsible for using statistics, advanced ... predictive and machine-learning models for specific business needs. The Lead Quantitative Analytics Associate leverages advanced mathematical knowledge and… more
- JPMorgan Chase (Newark, DE)
- The Basel Measurement & Analytics (BM&A) group within TCIO is responsible for calculating, analyzing, and reporting firm-wide RWA for wholesale credit risk and ... RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies. The BM&A Derivatives Team is… more
- PNC (New York, NY)
- …Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative ... opportunity to contribute to the company's success. As a Quantitative Analytics and Model Group Manager within...position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models… more
- Wells Fargo (Charlotte, NC)
- …seeking a CIB Quantitative Strategist - Vice President (Lead Securities Quantitative Analytics Specialist) in Corporate & Investment Banking. Learn more ... of business at wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA… more
- PNC (New York, NY)
- …opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Consultant within PNC's Model Risk Management organization, you will ... Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative … 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...scheduled start date: + A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics ,… more
- Bank of America (Pennington, NJ)
- …influence strategic direction, as well as develop tactical plans. + Develop and enhance quantitative risk models, analytics , and applications in support of ... under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model...Not in Model) regulatory framework + Develop and enhance quantitative risk models, analytics and… more
- Fannie Mae (Washington, DC)
- …or a related quantitative discipline * 4+ years of experience in quantitative analytics , including model development, validation, or auditing in market ... Plano, or Boston. *THE IMPACT YOU WILL MAKE* The * Quantitative Model Audit Lead *role will offer you the...the following areas related to mortgage finance activities: market risk , credit risk , and counterparty … more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including ... , stress, and capital models. Candidate will join the Risk Analytics group that partakes in model... quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred +… more
- Bank of America (Pennington, NJ)
- …Prior auditing background preferred **Skills:** + Critical Thinking + QuantitativeDevelopment/Validation + Risk Analytics + Risk Modeling + Technical ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia;...modelling and model uses, particularly in trading models, market risk models and Counterparty Credit Risk… more
- Capital One (Mclean, VA)
- …with technology. Come join a forward-thinking team dedicated to re-imagining Counterparty Risk management through robust data pipelines and user-centric ... discovery and delivery. **As a product manager focused on Counterparty Risk , you will:** + Collaborate closely...scheduled start date: + A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics ,… more
- Fannie Mae (Reston, VA)
- …Experiences* * Bachelor's degree or equivalent; Master's degree preferred * Expertise in quantitative analytics applied to one or more areas within credit, ... analytics and reporting functions supporting model governance and risk management. *THE IMPACT YOU WILL MAKE* The *...interest rate, counterparty credit risk , and/or fixed income valuation… more
- JPMorgan Chase (Newark, DE)
- …requirements, and manages stress testing for Comprehensive Capital Analysis and Review, risk appetite, quantitative impact studies for regulators, and ad-hoc ... from senior management. The team works closely with the Investment Bank's Quantitative Research Team to understand risk parameter methodology and capital… more
- Navy Federal Credit Union (Vienna, VA)
- …growth or other financial goals. This role will be a member of the Credit Risk Analytics , Modeling, and Monitoring team which provides the Enterprise Credit ... Risk department with all data, analytics , and...Conduct routine research and analysis on wholesale credit and counterparty risk , including evaluating the viability of… more
- Fannie Mae (Washington, DC)
- …to effectively prioritize and manage multiple tasks and deadlines. * Expertise in quantitative analytics applied to one or more areas within credit, interest ... rate, counterparty credit risk , and/or fixed income valuation...evaluating compliance, enforcing standards and controls, etc. Enterprise Model Risk - Quantitative Modeling - Advisor Target… more
- Xcel Energy (Denver, CO)
- …Pro, Moody's, Credit Risk Monitor, Energy Credit Manager, CXL, SAS Commodity Risk Analytics . + Proficient in Excel including macro development. + ... Cure exceedances and minimize impact on trading. + Conduct counterparty credit risk analysis using industry standards...Quantitative skills including calculation of Mark to Market exposure,… more
- Citigroup (New York, NY)
- …New York, New York location. Duties: Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the ... years of experience as a Quantitative Developer, Quantitative Analyst, or related position involving risk ...Employer. Wage Range: $136,500 to $175,000 Job Family Group: Risk Management Job Family: Model Development and Analytics… more