- Citigroup (Charlotte, NC)
- …and allocation of work within the team/project. **Responsibilities:** + Monitor CBNA and US interest rate risk metrics and work closely with the ... Treasury and Citi Market Risk Management to understand the drivers of interest rate risk and periodic changes to those metrics, for the above entities.… more
- Citigroup (Getzville, NY)
- …(CAO) is responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB) and Credit Spread ... quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead Analyst will be… more
- Citigroup (New York, NY)
- …is responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB). NTMR Operations' main ... enhance controls, and ensure successful process execution + Analyze business specific interest rate risk exposure + Produce and present monthly executive… more
- USAA (Charlotte, NC)
- …+ Audit experience + Experience working in a financial services industry + Financial risk experience to include interest rate , liquidity, capital management, ... performs complex work assignments and problem resolution in support of risk -based assurance and advisory engagements. Leverages results from engagements and… more
- PennyMac (Westlake Village, CA)
- …supporting the Portfolio Risk team's market facing activities as relates to interest rate risk management. This includes managing and executing trades ... and implement data-driven trading strategies across various Fixed Income products, including interest rate derivatives and Agency MBS. + Execute trades in… more
- Bank of America (Chicago, IL)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... activities and processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk in the CFO managed… more
- SMBC (New York, NY)
- …Description** Using a number of modeling techniques and data structures, project the potential interest rate risk on short-term earnings and longer term ... and strategies. **Role Objectives: Delivery** Run models that project the potential interest rate risk on short-term earnings and longer term equity /… more
- Charles Schwab (Westlake, TX)
- …Balance Sheet Forecasting and Market Risk , you will lead a team focused on Interest Rate Risk (IRR) measurement & monitoring, through Net Interest ... fixed-income investment portfolios, off-balance sheet brokered deposit notional investments, interest rate derivatives, and income modeling associated with… more
- Citigroup (New York, NY)
- …to monitor, manage and report the firms Non-Traded Market Risk (including Structural Interest Rate Risk (IRR)) across the banking book. This role ... requires a blend of a strong process mindset, a detailed understanding of Interest Rate Risk for banking book products, a good understanding of operational… more
- Scotiabank (New York, NY)
- …and responsibilities to ensure US Treasury activities, particularly related to liquidity and interest rate risk management, are in compliance with regulatory ... on the initiatives associated with Liquidity Risk and governance. Monitor interest rate risk (IRR) in the banking book and coordinating with Head… more
- Bank of America (Charlotte, NC)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... activities and processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk in the CFO managed… more
- BMO Financial Group (San Francisco, CA)
- …experience in Asset Liability Management or Market Risk Management with a focus on Interest Rate Risk + Strong in-depth experience using the QRM Asset ... Supports the research and development of quantitative risk modeling methodologies and related strategies in support...and other asset-backed securities + Strong knowledge of stochastic rate path valuation concepts + Typically 7+ years of… more
- BMO Financial Group (Milwaukee, WI)
- …experience in Asset Liability Management or Market Risk Management with a focus on Interest Rate Risk + In-depth experience using the QRM Asset Liability ... Supports the research and development of quantitative risk modeling methodologies and related strategies in support...and other asset-backed securities + Strong knowledge of stochastic rate path valuation concepts + Typically between 5-7 years… more
- Capital One (Mclean, VA)
- …validation strategies for statistical, financial, and other quantitative models used in stress testing, interest rate risk , liquidity risk and deposit ... on the validation of stress testing models, finance forecasting models and Interest Rate and Liquidity Risk Management models. Validations cover all aspects… more
- Citigroup (Getzville, NY)
- …Support the governance of funding, investing, and analytics of the balance sheet and interest rate risk management of consolidated Citigroup and Citibank, NA ... + Gain exposure to and learns about Citi's balance sheet, liquidity management, interest rate risk and investment activities as well as business products. +… more
- MUFG (New York, NY)
- …team will provide more details. Providing Market Risk oversight for Rates and Interest Rate Options. Working with Front Office and other risk areas ... languages in Excel VBA, SQL, and Python (Pandas, NumPy, scikit-learn, and Matplotlib). Analyzing interest rate duration risk , interest rate curve … more
- Charles Schwab (Westlake, TX)
- …types including: Capital Stress Testing (CST), Fraud, Anti-Money Laundering (AML), Machine Learning, Credit risk , Interest Rate risk , Margin risk , ... all significant risks are identified and appropriately reported by management and risk functions to the Board and Executive Management, to evaluate whether risks… more
- Citigroup (Tampa, FL)
- …particularly covering wholesale credit risk , counterparty credit risk , and interest rate risk for banking book. The qualified candidate would ... model development and implementation for a multitude of economic risk capital models covering risk stripes including...maintain the existing risk capital models, review and enhance model methodologies, support… more
- Robert Half Finance & Accounting (Grand Blanc, MI)
- … mitigation strategies and enterprise risk management principles. * Proven expertise in credit risk , interest rate risk , and liquidity risk ... Description We are looking for a highly skilled Risk Analyst to join our team in Grand...ideal candidate will play a pivotal role in overseeing risk management strategies, ensuring alignment with organizational objectives, and… more
- JPMorgan Chase (New York, NY)
- …groups. **Preferred qualifications, capabilities, and skills:** + Balance sheet expertise, including interest rate risk management and fund transfer pricing. ... At JPMorgan Chase, our Risk Management and Compliance team is at the...strategies through normal and stress market environments. As a Risk Manager within the Corporate, Treasury, and CIO … more
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