- Wells Fargo (Charlotte, NC)
- …Quant faceoff for PFE /XVA combined modeling strategy + Engage with front office and risk stakeholders for understanding requirements and ensuring ... in counterparty risk modeling. The candidate will implement the PFE and XVA combined modeling strategy to move away...development, he/she will support key platform changes in both front office and risk as it relates… more
- SMBC (New York, NY)
- …monitoring, ad-hoc analysis on various risk analytics project, and work closely with front office on estimating exposures The risk management department is ... the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE:...experience in counterparty credit risk or market risk or front office modeling or valuation related discipline… more