- 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
- Fannie Mae (Reston, VA)
- … risk policy and current industry practices in credit , interest rate or counterparty credit risk modeling . * Communicate technical subject matter ... areas related to mortgage finance activities: credit risk , counterparty credit risk...mortgage finance and secondary mortgage market * Knowledge of credit risk modeling of single-family… more
- Fannie Mae (Washington, DC)
- …liquidity management, pricing / valuation model for mortgage products (MBS; CMBS; whole loans), counterparty credit risk modeling , Current Expected ... financial risk models-Interest Rate, Market, Liquidity, and Counterparty Credit Risk . As a...life cycle activities on a wide range of financial risk modeling areas. *THE IMPACT YOU WILL… more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... a highly skilled data architect with experience in data modeling , integration, and ensuring the quality of data in...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- Fannie Mae (Reston, VA)
- …liquidity management, pricing / valuation model for mortgage products (MBS; CMBS; whole loans), counterparty credit risk modeling , Current Expected ... life cycle activities on a wide range of financial risk modeling areas. *THE IMPACT YOU WILL...Market Risk , Liquidity Risk and Counterparty Credit Risk Management, in… more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... technical guidance and expertise on best practices for data modeling and architecture design.* Documentation & Reporting:o Creates and...risk analysis, including portfolio risk analysis, credit , market and counterparty 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
- Citigroup (Tampa, FL)
- …experience as a Model/Analysis/Validation Analyst, Risk Analyst, or related position involving counterparty credit risk modeling and management in ... Debugging code of model configuration files stored in Linux; Understanding of counterparty credit risk modeling including pricing, simulation, and margin… more
- JPMorgan Chase (Plano, TX)
- …Coverage Vice President, you will be a key player in managing and mitigating counterparty credit risk . you will employ your exceptional analytical abilities ... at all times. **Job Responsibilities** + Act as the Counterparty Credit Risk Lead to... Management who can make immediate contributions preferred. + Modeling skills in Excel (VBA), SQL, Tableau and Python… 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
- Citigroup (Getzville, NY)
- …(ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with Independent Risk ... as well as consistency and best practices. Within ICM Counterparty Credit Risk (CCR), ICM...(Word, Excel, and PowerPoint) skills + Knowledge of Financial Modeling Concepts **Qualifications:** BA/BSc in Finance or Accounting or… more
- Citigroup (Getzville, NY)
- …(ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with Independent Risk ... as well as consistency and best practices. Within ICM Counterparty Credit Risk (CCR), ICM...experience with the internal ICM Templates and with financial modeling **Qualifications:** BA/BSc in Finance or Accounting or higher… 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
- Santander US (New York, NY)
- …financial characteristics. Demonstrated credit analysis skills for understanding/tracking and market risk & modeling skills for evaluating related risk ... USA Associate, Credit Risk (047RI1) Country: United States...credit equivalent exposure in non-standard trade positions using modeling techniques. Identifies potential credit risks and… more
- Bank of America (New York, NY)
- Credit Risk Officer Charlotte, North Carolina;New York, New York **Job Description:** At Bank of America, we are guided by a common purpose to help make ... risk ; as well as adherence or monitoring of credit risk policies, risk appetite,...associated risks, that the funds trade. + Assign internal counterparty risk ratings and recommend risk… more
- JPMorgan Chase (Chicago, IL)
- …Products, Corporate and Investment Bankers, Treasury Services and Traders to analyze, structure, risk grade, and approve credit exposures. You will be an ... Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you are at the...quo and striving to be best-in-class. As a Lead Credit Officer - Vice President on the Specialty Finance… more
- BMO Financial Group (New York, NY)
- …- Develop and implement a highly efficient, consistent and insightful target state counterparty credit risk inventory identification and assessment process ... efficient, consistent and insightful target state credit , counterparty , market and liquidity & funding risk ... modeling and analysis + Proficiency in financial modeling or risk management concepts + Strong… more
- Citigroup (Tampa, FL)
- … stripes including trading and banking book portfolios, particularly covering wholesale credit risk , counterparty credit risk , and interest rate ... , wholesale credit risk , or counterparty credit risk , and in-depth...**Job Family Group:** Risk Management **Job Family:** Risk Analytics, Modeling , and Validation **Time Type:**… more
- S&P Global (New York, NY)
- …to help financial institutions and asset managers effectively measure and manage their counterparty credit risk , market risk , regulatory capital, ... of financial risk management. By leveraging advanced risk modeling , valuation, and analytics capabilities, you...commercial mindset with a genuine interest in market and counterparty credit risk workflows. +… more
- Citigroup (Irving, TX)
- …crisis. **About Market Risk IMA Analytics** As key component of DART Market & Counterparty Credit Risk Analytics (MCRA), Market Risk teams are ... of our clients. **About DART** DART is the leading risk modeling and data analytics team in...bond and equity issuer default. The scope covers major risk class including FX interest rate, credit ,… more