- SMBC (New York, NY)
- …Description** We are searching for a highly motivated and detail-oriented Associate to join Counterparty Credit Risk Analytics team. This role will be ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...focused on supporting Valuation and PFE model development, modeling new products and engaging with risk … more
- JPMorgan Chase (New York, NY)
- …+ Ability to probe for additional information when required. + Experience in counterparty credit risk and XVA modeling can be useful, but is not ... New York and Singapore. The group manages both the counterparty credit and funding risks around client...exposure methodology and achieving full proficiency in the various modeling tools; + Shaping the more qualitative risk… more
- US Bank (New York, NY)
- …methods and proxying + Understanding of how market data impacts the downstream uses + Counterparty credit risk and CVA + Understanding of major market data ... used for hedging activities. The hedging product sets include but not limited to credit derivative, credit risk transfer products, equity like derivatives… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk Analyst 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...fund financing structures, and OTC derivatives + Proficiency in risk modeling , stress testing, and/or VaR frameworks… more
- Mizuho Corporate Bank (New York, NY)
- …the development and management of methodologies and analytics for the suite of Wholesale and Counterparty credit risk models. The Candidate will manage the ... will act as the technical expert setting up the vision and standards for credit risk modeling . Responsibilities + Manage a team of 5 quantitative developers… more
- MUFG (New York, NY)
- … credit , derivatives, foreign exchange, rate swaps, cross currency swaps + Knowledge of counterparty credit and negotiation of ISDA / CSA + Ability to manage ... accounting of financial institutions clients Critical functions include assessing risk factors associated with each credit and...expertise, ideally with an Insurance sector focus + Strong credit skills and extensive analytical and modeling … more
- SMBC (New York, NY)
- …and changing conditions and to create a valid set of variables and scenarios. Have solid risk modeling skills to take into account various types of risk , ... potential loss across different types of risks (interest, convexity, duration, FX, counterparty , etc.). Test thresholds, at- risk levels, and exposure limits by… more
- JPMorgan Chase (New York, NY)
- …knowledge on-the-job with opportunities in one of the groups listed below: + **The Credit Risk Team** works in partnership with areas of the Commercial and ... risk analysis through interactive learning tools and hands-on modeling supported by your colleagues, teammates, and mentors. In... strength and approving and managing the firm's retained credit risk . This risk can… more
- Bloomberg (New York, NY)
- …products across all major asset classes, including market data; counterparty credit , XVA and initial margin; value-at- risk and other Market Risk ... at the equivalent level at a vendor. + Hands-on experience in Market Risk modeling , understanding of risk measures, familiarity with financial products and… more
- Verint Systems, Inc. (Trenton, NJ)
- **Overview of Job Function:** The Vice President of Treasury and Risk Management leads and maintains stewardship for financial assets and debt including overall ... for capital structure, working capital, treasury operations, foreign exchange interest rate risk management, and insurance risk management. The role directs… 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 ... 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
- Wells Fargo (New York, NY)
- …CIB Quantitative Strategies a Vice President needed to help drive our objectives in counterparty risk modeling . The candidate will implement the 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
- MUFG (New York, NY)
- …rational; key risks and mitigants; cashflow analysis; project contracts analysis; and counterparty credit analysis; and other key aspects the bank should ... and accuracy in all respects. + Structuring and negotiating skills; well-versed in credit documentation. + Advanced financial modeling and cash flow analysis… more