- Citigroup (New York, NY)
- The role is for a Interest Rate Derivatives Quantitative Analyst (Quant). The successful candidate will have experience as front-office (FO) desk quant, ... with experience in modeling of derivatives , ideally in rates. The role involves end-to-end ownership...**Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial… more
- Athene (West Des Moines, IA)
- …+ Build, refine and manage models of valuation and risk for equity, FX and interest rate derivatives - options, swaps, and forwards. Implement models in ... and management techniques. + Familiarity with capital market (preferably equity derivatives ) with a focus on quantitative /risk analysis and application… more
- MetLife (Whippany, NJ)
- …to derivatives pricing for front office trading and finance team. * Testing derivatives pricing models for interest rate and currency products in various ... of that time specifically in fx, fixed income, or derivatives area. * Strong analytical and quantitative skill set. * A proven ability to think independently… more
- MetLife (Whippany, NJ)
- …expertise related to risk and analytics and the derivatives ecosystem. * Test derivatives pricing models for interest rate and currency products in ... risk principles. Working experience in fx, fixed income or derivatives area. * Strong analytical and quantitative ...or derivatives area. * Strong analytical and quantitative skill set. * A proven ability to think… more
- Fannie Mae (Washington, DC)
- …and provide analytical support to business users. *THE IMPACT YOU WILL MAKE* The *Lead Quantitative Modeler - Interest Rate Models* role will offer you the ... with public and proprietary data in the area of interest rate modeling. This may include term...and initiatives and in conducting or assessing ad hoc quantitative analyses, modeling, or programming using SQL and Python.… more
- Regions Bank (Atlanta, GA)
- …floor environment * Advanced knowledge of market practices across traded products - Rate Derivatives , FX, Commodities, Credit Derivatives (CDX, CMBX etc.), ... Thank you for your interest in a career at Regions. At Regions,...section of the system. **Job Description:** The Capital Markets Quantitative Analyst IV works as the senior/lead in a… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... capital, and stress testing. *THE IMPACT YOU WILL MAKE* The*Senior Quantitative Modeler - Prepayment Models*role will offer you the flexibility to make each day your… more
- Fannie Mae (Washington, DC)
- …commercial property valuation, macroeconomic models including property value, NOI and interest rate , mortgage products and securities, borrower behavior, ... and hedging strategies, financial valuation of finance assets and derivatives , economic capital, and stress testing. *THE IMPACT YOU...testing. *THE IMPACT YOU WILL MAKE* * The *Lead Quantitative Modeler - Multifamily* role will offer you the… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... and risk management.* **THE IMPACT YOU WILL MAKE ** *The Enterprise Model Risk - Quantitative Modeling - Advisor role will offer you the flexibility to make each day… more
- Bank of America (Charlotte, NC)
- … Quantitative , or Economicspreferred + Experience analyzing fixed income securities, interest rate derivatives + Technical Business Analyst skills ... Senior Asset Liability Associate - Interest Rate Analytics Charlotte, North Carolina **To proceed with your application, you must be at least 18 years of age.**… more
- SMBC (New York, NY)
- …all major currencies which will provides unique opportunities to learn all aspects of trading interest rate derivatives . Given the small size of the trading ... employees. **Summary** SMBC Capital Markets, Inc. (CM) is a derivatives trading company which was started in 1988 and...well as exchange traded products such as treasury bonds, interest rate futures & options, currency futures,… more
- SMBC (New York, NY)
- … derivatives as well as exchange traded products such as treasury bonds, interest rate futures & options, currency futures, treasury futures & options, etc. ... with a broad product portfolio, with specific emphasis on interest rates and foreign exchange products such as ...role, preferably with a focus on capital markets and derivatives . * Strong analytical, quantitative , and communication… more
- Neuberger Berman (Chicago, IL)
- … interest rate products including government bonds, interest rate swaps, futures, options, and other derivatives . The successful candidate will also ... preferred. + 3+ years of trading experience preferably in interest rate markets (bonds and derivatives...(eg, Python, VBA) is a plus. + Excellent analytical, quantitative , and communication skills. + Ability to work collaboratively… more
- SMBC (New York, NY)
- …currencies which will provides unique opportunities to get exposure to all aspects of trading interest rate derivatives . Given the small size of the trading ... candidate who wants to build their career in an interest rate derivative trading floor. This position...impact of on the portfolios. + Deep understanding of interest rates derivatives valuation and market risk,… more
- Bank of America (New York, NY)
- …the Americas. Focus on over-the-counter solutions across asset classes, ranging from interest rate and FX hedging,to hedging and monetization solutions around ... and engage in the structuring, origination, positioning and execution of OTC derivatives and fully funded transactions across all the asset classes. The role… more
- M&T Bank (Boston, MA)
- **Overview:** Proactively uncovers Interest Rate Risk (IRH) derivatives and/or (Foreign Exchange) FX transactions. Supports the sales, cost and process ... the Bank's Relationship Manager knowledge and sales ability with IRH derivatives or FX transactions strategic selling. **Primary Responsibilities:** + Lead the… more
- Aegon Asset Management (Baltimore, MD)
- …including AXIS/ALFA/MOSES/TRINITY. + Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative ... advanced research projects. Qualifications: + Bachelor's degree in a technical/ quantitative discipline such as statistics, math, actuarial science, computer science,… more
- Capital One (Mclean, VA)
- …requirements are satisfied. This includes identifying and managing market risks, specifically interest rate , credit, FX, and commodity, that affect or have ... monitoring and reporting for Capital One's Investment Portfolio, derivative businesses, and general interest rate and FX risk. This will include producing risk… more
- BMO Financial Group (New York, NY)
- …and US marketplaces. + In depth knowledge of credit derivatives and interest rate derivatives . + Hedge accounting and accrual accounting familiarity ... Agency Pools / Spec's + Agency CMO's + Agency Derivatives + Other Agency Securitized Products The PM is...Mac / Fannie Mae products. + Familiarity with building quantitative tools for screening of opportunities - ideally in… more
- Bank of America (New York, NY)
- …or model development. **Desired Qualifications:** + Expertise on Interest Rate Market, Vanilla and Exotics Derivatives and their Pricing Models, knowledge ... **Responsibilities:** + Develop and enhance Valuation Control Methodology for Derivatives , including IPV, Valuation Adjustment, Valuation Uncertainty and Fair Value… more