• ALM Managing Director I - Portfolio Management…

    PNC (New York, NY)
    …Net Interest Income (NII), and Duration of Equity (DoE) 4) OTC derivatives , futures , and US Treasury clearing 5) Fixed Income modelling, risk/analytics, ... and research c. Rates portfolio investments (eg swaps, UST, STRIPS, TIPS), derivatives hedging (debt issuance, asset swaps, cash flow hedges), mortgage servicing… more
    PNC (09/21/24)
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  • ALM Investments - Portfolio Management - Director

    PNC (New York, NY)
    …modelling, risk/analytics, returns performance, and trading strategies 3) OTC derivatives , Futures , and US Treasury clearing 4) Mortgage Servicing Rights ... and research a. Rates portfolio investments (eg swaps, UST, STRIPS, TIPS), derivatives hedging (debt issuance, asset swaps, cash flow hedges), mortgage servicing… more
    PNC (09/21/24)
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  • Equity Market Risk Analyst

    Marex (New York, NY)
    …name equity futures , options, ETFs, indices, Cryptos, and structured OTC derivatives and convertibles. The role assists in the formulation of Marex's Customer ... and propose improvements to more accurately capture risks. Marex is a Futures Commission Merchant ("FCM"), providing clearing services across energy,… more
    Marex (09/20/24)
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