- JPMorgan Chase (Plano, TX)
- …and analyze regulatory stress submissions (eg CCAR, EAD/MPE, RWA capital etc.), for counterparty credit risk . *Prepare accurate and timely analysis for ... best-in-class. CCR is seeking an Associate to join the Counterparty Risk team in Plano, Texas. The... exposures. *Contribute to firm-wide projects focused on key counterparty credit exposure metrics and technical enhancements.… more
- Scotiabank (New York, NY)
- Senior Manager, US Counterparty Credit Risk **Requisition ID:** 234013 **Salary Range:** 171,018.00 - 224,700.00 _Please note that the Salary Range shown is ... an inclusive and high-performing culture. TITLE: Senior Manager, US Counterparty Credit Risk DUTIES: Scotia...occupation: analyzing large sets of unclean data with bash, Python , and C++; optimizing risk report generation… more
- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... to the development and maintenance of in-house C++ and Python model libraries. * Assisting in advancing the quantitative...to **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such… more
- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... + Engaging actively in **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE,… more
- JPMorgan Chase (Plano, TX)
- …Hedge Funds Associate, you will be a key player in managing and mitigating counterparty credit risk . you will employ your exceptional analytical abilities ... Fund relationships at JPMorgan. + Develop Tableau dashboards and Python queries to support portfolio risk investigation...Analysis methodology and apply it to analyze and monitor counterparty exposures within Credit Risk .… more
- PNC (Pittsburgh, PA)
- …at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, such as Potential Future Exposure ... - Knowledge of regulatory requirements related to market and counterparty credit risk models, including...technical concepts to diverse stakeholders. - Hands-on experience with Python , R, MATLAB, SQL, and QuantLib. **Job Description** +… more
- Navy Federal Credit Union (Vienna, VA)
- …credit risk strategies. + Conduct routine research and analysis on wholesale credit and counterparty risk , including evaluating the viability of debt ... Overview The Enterprise Credit Risk team provides independent second-line...analytic tools such as: Excel, SQL, Tableau, PowerBI, SAS, Python , R, or other data manipulation tools + Good… more
- US Bank (Charlotte, NC)
- …portfolio stress testing (CCAR), the allowance for credit losses (ACL / CECL), counterparty risk , climate risk , and commercial risk rating ... looking for a strategic and results-driven quantitative manager to lead initiatives within the Credit Risk Model Operations and Strategy team, part of the Model… more
- Citigroup (Tampa, FL)
- …Florida location. Duties: Develop, enhance and validate methods of measuring and analyzing counterparty credit risk by means of statistical modeling, data ... Monte Carlo simulation. Conduct rigorous performance tests of all counterparty credit risk models in...Design computer code for performance and production testing of counterparty risk models using Python … more
- Sallie Mae (Newark, DE)
- …for future generations, for the future of education. **What You'll Contribute** The Sr. Analyst, Credit Risk role is a key position within Sallie Mae's 2nd Line ... of Defense Credit Risk team. This position is responsible...recommended enhancements to business partners and review remediation. + Credit components (Data, Tools and Counterparty ) +… more
- Huntington National Bank (Austin, TX)
- …pipelines, Docker, Kubernetes, and version control (Git) + Domain Knowledge: Understanding of counterparty data (eg, KYC, credit risk ) and financial services ... Skills: + Back-End: Expertise in server-side languages such as Python , Java, Node.js, or C#. Database: Strong knowledge of... or financial data + Domain Knowledge: Understanding of counterparty data (eg, KYC, credit risk… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk VP to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market ... calibration + Work closely with front office structuring, and credit risk teams to evaluate new deal...stress testing, and/or VaR frameworks + Technical skills in Python , Excel/VBA, or other analytical tools + Strong communication… 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 At Capital One data is at...everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit… more
- Citigroup (Tampa, FL)
- …its Tampa, Florida location. Duties: Work on strategic initiatives to enhance Citi's counterparty credit risk management systems for various trading ... as a Model/Analysis/Validation Officer, Business Analyst, or related position involving credit risk management systems, data flow, data definition, and… more
- Trexquant Investment (Stamford, CT)
- …optimal risk management + Collaborate with providers on macro market risk considerations, efficient margin policies, and counterparty exposure + Present ... We are looking for an experienced Portfolio Risk Specialist to lead and grow the ... models across all traded asset classes, including equities, credit , options, and futures, as well as at the… more
- SMBC (New York, NY)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... Description** SMBC Capital Markets, Inc. is seeking a highly skilled Associate for Market Risk to join our esteemed Market Risk Strategy Team. This role is… more
- Citigroup (Tampa, FL)
- …for its Tampa, FL location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate stochastic market factor evolution ... Quantitative Methods; Developing and implementing quantitative simulations, pricing models of Counterparty Credit Risk and integrating OTC/ETD derivatives… more
- Athene (New York, NY)
- …outcomes for your team and function + Oversee daily collateral management and counterparty credit risk controls, including monitoring exposure, limits, and ... Acadia, MarkitWire, ICELink, Bloomberg SEF) + Strong understanding of counterparty risk , collateral optimization, and the regulatory...+ Advanced knowledge of Excel required. Familiarity with SQL, Python , R, and/or VBA is a plus + Bachelor's… more
- Fannie Mae (Boston, MA)
- …to mortgage finance activities: market risk , credit risk , and counterparty credit risk . * Serve as day-to-day project leader for audits ensuring ... current industry practices in market, credit or counterparty credit risk modeling. Coach...skills * Solid project management capabilities * Proficiency in Python , R, or similar programming languages * Self-motivated and… more
- Wells Fargo (New York, NY)
- …of business at wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA ... office and risk as it relates to counterparty risk models, eg FRTB standard approach...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more