- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- Federal Reserve System (San Francisco, CA)
- …validation, and performance assessment. + Perform quantitative analysis related to counterparty credit risk , including data analytics and statistical ... Supervision and Research (QSR) Team within our Supervision + Credit Group provides quantitative support to the...roles on various modeling teams, particularly teams responsible for counterparty credit risk modeling and… more
- Zions Bancorporation (El Segundo, CA)
- …be responsible for developing and managing quantitative analytics needed for Counterparty Credit Risk management for trading exposures, including ... establishing and enhancing the market risk and counterparty credit risk analytics and...credit risk + Develop and maintain risk and quantitative analytics to support Capital… more
- JPMorgan Chase (New York, NY)
- …to join JPMorgan Chase's world-class quantitative research team in New York. The Counterparty Credit Risk and Margin Quantitative Research team (CCR ... state-of-the-art analytics and risk management tools for counterparty credit risk and margin....quantitative methods and analytical tools for modeling of counterparty credit risk and margin.… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- The Hartford (Hartford, CT)
- …(CMR) with a primary focus on credit analysis and surveillance of counterparty risk , including our Bank and Trading counterparties. This position will report ... + Eight or more years of professional experience in credit analysis, counterparty , bank analysis, credit risk management and/or finance at an… more
- M&T Bank (Buffalo, NY)
- …macroeconomic environment to plan initiatives to accomplish enterprise-wide goals around the Counterparty Credit Risk (CCR) Management. Directly oversee a ... Experience Required:** + Bachelor's and/or Advanced degree in a quantitative field (Finance, Mathematics, Engineering, Physics, Computer Science, or...Statistics) + Minimum of 7 years of experience in counterparty credit risk or market… more
- Navy Federal Credit Union (Vienna, VA)
- …to sound capital markets strategy by assisting with the management of Navy Federal's credit and counterparty risk . Conduct research, evaluation and analysis, ... business partners, debt issuers, guarantors and obligors. Manage the credit analysis process to include complex quantitative ...Experience in one or more of the following areas: credit / counterparty risk , financial/capital markets or… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- Bank of America (Jersey City, NJ)
- …Education Requirement:** Master's degree in related field or equivalent work experience Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... quantitative approaches **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + ... counterparty credit risk across the firm at both... counterparty credit risk across the firm at both TOH and legal… more
- PNC (Tysons Corner, VA)
- … and liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk ...Exposure (PFE) and Credit Valuation Adjustment (CVA)… more
- Citigroup (Irving, TX)
- …testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk ... Risk Rating Process. RRA comprises around 50 quantitative risk analysts and other professionals located...50 risk models used within Citi Wholesale Credit Risk . **Job description AVP (RRA Irving… more
- JPMorgan Chase (Plano, TX)
- …the following: Capital Analysis and Review (CCAR); OTC Derivatives; Standardized Approach on Counterparty Credit Risk (SA-CCR); Exposure at Default (EAD); ... Review (CCAR) and Business-As-Usual (BAU) stress processes. Develop data analytics on counterparty credit exposures for insights into exposure and capital… more
- JPMorgan Chase (Newark, DE)
- …Basel Measurement and Analytics group within Capital Management produces and analyzes firm-wide Counterparty Credit risk regulatory capital results on a ... role at the forefront of Capital RWA Reporting for Credit Risk Capital Firmwide As a ...rule implementation for RWA calculation and reporting + Performs quantitative impact studies (QIS) for regulatory agencies. Understand the… more
- Bank of America (New York, NY)
- …The candidate will also be a key participant in regulatory exams related to counterparty credit risk stress testing. Primary Responsibilities Include: + ... Quantitative Finance Manager Charlotte, North Carolina;New York, New...the portfolio. This work will require extensive engagement across risk , technology, model developer and model validator functions within… more
- JPMorgan Chase (New York, NY)
- …professional responsible for developing and maintaining market, investment, liquidity and counterparty risk frameworks, analytics and reporting for the AM ... Management Risk , Vice President in the Investment Risk Alternatives team you'll be a experienced quantitative...position will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… more