- PNC (Pittsburgh, PA)
- …valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager Senior you will be a ... a seasoned validation professional with expertise in market and counterparty risk models and a passion for...our organization. Preferred Qualifications: *Master's or Ph.D. in a quantitative field such as Finance, Physics, Mathematics, or a… 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
- Bank of America (Chicago, IL)
- Quantitative Finance Analyst - Global Markets Risk Analytics Chicago, Illinois **Job Description:** At Bank of America, we are guided by a common purpose to ... a Quantitative Finance Analyst within our Global Risk Analytics (GRA) function. GRA is a... (GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk… 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...a quantitative field preferred + Understanding of Value-at- Risk and counterparty exposure models preferred +… 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
- Zions Bancorporation (El Segundo, CA)
- …, they will also be responsible for developing and managing quantitative analytics needed for Counterparty Credit Risk management for trading exposures, ... establishing and enhancing the market risk and counterparty credit risk analytics and... credit risk + Develop and maintain risk and quantitative analytics to… 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
- JPMorgan Chase (Jersey City, NJ)
- …are looking for an experienced candidate to join our team in New York. Market Risk ADTV Analytics team is responsible for the development and implementation of ... to approve trades and manage concentrated positions at the counterparty level versus the size of the traded market...size of the traded market (ADTV). As a Market Risk - Average Daily Trading Volume (ADTV) Analytics… more
- NextEra Energy (Juno Beach, FL)
- **Lead Quantitative Energy Analyst** **Date:** Apr 4, 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
- Citigroup (New York, NY)
- **Key Responsibilities:** Enterprise Risk Analytics (ERA) is a part of Citi's Risk Management organization that is responsible for Enterprise-level risk ... with the rest of the executive management team. **Enterprise Risk Analytics & Stress Testing is responsible...process also involves an understanding of XVA and of counterparty risk and designing scenarios that holistically… more
- Deloitte (Jersey City, NJ)
- …capital markets organization or broker-dealer, including execution and oversight processes, risk assessment, reporting, controls, testing, and data analytics + ... products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, margining,… more
- 3M (MN)
- …of derivatives hedging activity with financial institutions, and doing so within a counterparty risk framework + Develop knowledge to become functional expert ... and analyze large datasets of internal/external market data to monitor FX risk , optimize FX hedging strategies through quantitative modeling, and synthesize… more
- BP Americas, Inc. (Houston, TX)
- …and information technology skills underpinned by a world class finance, control, compliance, risk analytics and management infrastructure. The Commodity Risk ... of the portfolio. This is achieved through timely, rigorous, and accurate reporting and analytics of exposure, market risk , costs, gross margin, cash and working… more
- Bank of America (New York, NY)
- …Access desirable. **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
- Bloomberg (New York, NY)
- …library, company fundamentals and market data, MARS enables front office, market/credit/ counterparty risk and collateral professionals to analyze their trading ... support of new and existing clients from a product perspective, including ensuring the risk analytics and workflows are set up to client's expectations and… 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
- Citigroup (New Castle, DE)
- …a critical component of Citi's First Line of Defense for wholesale lending and counterparty credit risk . It partners with businesses Citi-wide to ensure we have ... 7+ years of experience in financial services (wholesale credit, loan operations, risk management, etc.) and related analytics experience preferably with exposure… 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