- 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
- PennyMac (Westlake Village, CA)
- …Analyze and implement data-driven trading strategies across various Fixed Income products, including interest rate derivatives and Agency MBS. + Execute ... for supporting the Portfolio Risk team's market facing activities as relates to interest rate risk management. This includes managing and executing trades across… more
- Regions Bank (Birmingham, AL)
- …. The bank's Treasury department uses derivative financial instruments, primarily interest rate swaps and option contracts, to facilitate asset/liability ... other areas within Balance Sheet Management team team including the Investment Portfolio and Interest Rate Risk _This position is intended to be onsite, now or… more
- JPMorgan Chase (New York, NY)
- …financial models based on stochastic processes for pricing and risk management of interest rate derivatives . + Implement and maintain C++/Python analytics ... As a Quantitative Research Analyst - Associate supporting Interest Rate Exotics desk, you will be immersed in a dynamic working environment, supporting… 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
- Fannie Mae (Plano, TX)
- …property valuation, macroeconomic models including housing prices and interest rate , financial valuation of finance assets and derivatives , economic capital, ... that support business strategies and initiatives. * Conduct or assess ad-hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python. *… more
- JPMorgan Chase (Jersey City, NJ)
- …Forward Contract Pricing; Option Contract Pricing; Swap Contract Pricing; Currency and Interest Rate Derivatives Pricing. Job Location: 545 Washington ... management system by employing cutting edge programming technologies, using quantitative models, and delivering end-to-end solutions utilizing this framework. Work… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... IMPACT YOU WILL MAKE* The Enterprise Model Risk - Quantitative Modeling - Lead Associate role will offer you...* An advanced degree (PhD. or Masters) in a quantitative field such as Statistics, Economics (with an Econometrics… 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
- MUFG (New York, NY)
- …theory for fixed income linear and option products. + Practical knowledge of interest rate swaps and cross-currency swaps including market conventions. + Strong ... with quant and technologies teams across MUFG to assist the development of quantitative models and trading systems. This role will require strong numerical analysis… 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
- Aegon Asset Management (Baltimore, MD)
- …including AXIS/ALFA/MoSes. + Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative investment, ... modeling and data choices. Qualifications: + Bachelor's degree in a technical/ quantitative discipline such as statistics, math, actuarial science, computer science,… more
- T. Rowe Price (Baltimore, MD)
- …the ability to assess and communicate risks associated US and European corporate bonds, interest rate and credit derivatives , and a variety of ... Ad-hoc Analysis & Projects: + Perform ad-hoc data and quantitative analyses in response to requests from fixed income...+ A passion for risk management and a demonstrated interest in financial markets through academic background, work experience… more
- BMO Financial Group (San Francisco, CA)
- …experience in Asset Liability Management or Market Risk Management with a focus on Interest Rate Risk + Strong in-depth experience using the QRM Asset Liability ... Supports the research and development of quantitative risk modeling methodologies and related strategies in...or similar software + Previous experience in fixed income, derivatives or loan valuation, including instruments with embedded options… more
- BMO Financial Group (Milwaukee, WI)
- …experience in Asset Liability Management or Market Risk Management with a focus on Interest Rate Risk + In-depth experience using the QRM Asset Liability ... Supports the research and development of quantitative risk modeling methodologies and related strategies in...or similar software + Previous experience in fixed income, derivatives or loan valuation, including instruments with embedded options… more
- JPMorgan Chase (New York, NY)
- …with a wide array of Rates products and primary coverage will include non linear interest rate options. If you have a good understanding and keen interest ... markets and/or products experience is mandatory. + Must have quantitative aptitude and keen interest in financial...+ Understanding of or training in financial products or derivatives pricing preferred + Knowledge of data science (eg… more
- USAA (Plano, TX)
- …investments products to quantify, analyze, and communicate risk measures, particularly interest rate risk, optionality, correlations, credit risk, operational ... the Bank. This includes the measurement and monitoring of interest rate risk, credit risk and operational...advanced degree in Business, Finance, Statistics, Economics, or other quantitative subject area or CFA/FRM and 4 years' experience… more