- Citigroup (New York, NY)
- …The successful candidate will play a vital role in supporting the end-to-end product and counterparty credit risk platform and risk management framework ... + **Tool Development & Maintenance:** Use programming languages (eg, Python ) to build and maintain core functionality for the... analysis. Ensure robust risk monitoring of counterparty credit risk , including stress… more
- US Bank (New York, NY)
- …and validate a wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk models. + ... at least one statistical programming language such as SAS, Python or R. Familiarity with VBA, SQL, or Matlab...Strong background and practical experience developing and/or validating market risk , counterparty credit risk… more
- Mizuho Corporate Bank (New York, NY)
- …to detail, and mentor junior developers. Financial services experience required, ideally in Market Risk , Counterparty Credit Risk , or Liquidity Risk ... Join Mizuho as a Senior Software Engineer - Java/ Python /SQL! In this role, you will build data-intensive...design reviews, testing, CI/CD, releases, monitoring. + Partner with risk stakeholders; deliver audit-ready data contracts & controls. +… more
- PNC (New York, NY)
- …interest rate models, derivative pricing models, Value at Risk (VaR), 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. PNC will not… 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
- SMBC (New York, NY)
- …4 years of specialized experience as a data practitioner in Financial Services, preferably in the risk domain. + Credit Risk and/or Market Risk reports ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...to its employees. **Role Description** **The** **Vice President - Risk Data Management role will be within the … more
- BMO Financial Group (New York, NY)
- …BMO Capital Markets. + Conduct quantitative risk analysis (eg, VaR, stress testing, market risk , counterparty credit risk , RWA). + Define and frame ... around the world. #bmocapitalmarkets Support Global Markets trading businesses by analyzing risk and developing tools that enhance risk management, inform… more
- Mizuho Corporate Bank (New York, NY)
- …+ Masters Degree in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred + Experience with pricing and ... Summary Quantitative market risk analytics specialist responsible for developing methodologies and...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… 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
- 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
- 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
- Bank of America (Pennington, NJ)
- … Analytics (GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), ... work experience in developing FO pricing models or market risk models + Advanced programming skills in Python... risk models + Advanced programming skills in Python with 5+ years of experience + Solid understanding… more
- Scotiabank (New York, NY)
- …the world. Global Banking & Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and ... Liquidity Buffer Impacts + Daily Cash Flow and EWIs Monitoring + Top Counterparty Reporting + FBO Tailoring Metrics **What You'll Do:** + Ensure report compliance… more
- PNC (New York, NY)
- …validation processes and contribute to the continual improvement of market and counterparty risk management practices within the organization. Qualifications: - ... the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you will be based in Pittsburgh, PA, Tysons… more