- Federal Reserve System (San Francisco, CA)
- …validation, and performance assessment. + Perform quantitative analysis related to counterparty credit risk , including data analytics and statistical ... hold key roles on various modeling teams, particularly teams responsible for counterparty credit risk modeling and securities valuation modeling. This job… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty credit analytics function and serve as...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- PNC (Tysons Corner, VA)
- …opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Consultant within PNC's Model Risk Management organization, you can ... and liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including ... , stress, and capital models. Candidate will join the Risk Analytics group that partakes in model... quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred +… more
- M&T Bank (Buffalo, NY)
- **Overview:** The Business Risk Partner will have a specific focus on either: counterparty risk , market risk , liquidity risk or interest rate risk ... enterprise understanding of complex compliance and regulatory requirements applicable to counterparty risk management within the banking industry. + Effectively… more
- SMBC (New York, NY)
- …offers a competitive portfolio of benefits to its employees. **Role Description** The Market Risk Analytics Specialist reports to the Head of the Market Risk ... and Skills** + Over 7 years of specialized experience in sell-side derivatives risk management or quantitative modelling role + Master's Degree required (MA… more
- NextEra Energy (Juno Beach, FL)
- **Lead Quantitative Energy Analyst** **Date:** May 3, 2024 **Location(s):** Juno Beach, FL, US, 33408 **Company:** NextEra Energy **Requisition ID:** 78861 is ... and other structured transactions; + Execute financial/physical transactions with counterparty for multiple strategies, including hedging and asset optimization; +… more
- JPMorgan Chase (New York, NY)
- …metrics (eg credit counterparty , market, liquidity, legal entity risks), and proprietary risk quantitative models and tools to size the risk of ... following: Enterprise risk management; Combination of Market Risk and Credit Counterparty risk ;...; non-linear traded products; Sovereign and Macroeconomic data trend analytics ; Quantitative model validation; Python; R; Tableau;… more
- Bank of America (New York, NY)
- …paced environment **Skills:** + Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and Trend Analysis + Decision Making + Oral ... risk functions as necessary, including operational, credit, and counterparty risks. This role requires close interaction with the...real estate and credit markets + Proven finance or risk background with quantitative skills + Ability… more
- Morgan Stanley (New York, NY)
- …in New York, London, Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics , risk managers and ... validation of models used by Morgan Stanley. These include models used to monitor market risk (IMA), counterparty credit risk (CVA/IMM), credit risk … more
- Wells Fargo (Charlotte, NC)
- … Quantitative Strategies Associate/Specialist needed to 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...framework. **Required Qualifications, US:** + 2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through… more
- Neuberger Berman (New York, NY)
- …of Valuation + Support the preparation of quarterly valuation models and portfolio analytics for various asset classes + Perform model validation on new valuation ... models + Coordinate with finance, IT, risk and other supporting teams about pricing, valuation, P&L...the current process + Perform price testing analysis with counterparty valuation and other third-party vendors' prices such as… more