- PNC (Pittsburgh, PA)
- …Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative ... opportunity to contribute to the company's success. As a Quantitative Analytics and Modeling Consultant Senior Validator...position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models… more
- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... in **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel...and a proven track record in developing and supporting analytics libraries for the pricing, risk , and… more
- JPMorgan Chase (Plano, TX)
- …and striving to be best-in-class. CCR is seeking an Associate to join the Counterparty Risk team in Plano, Texas. The successful candidate will conduct in-depth ... work with team members and stakeholders across various locations to augment counterparty risk metrics, develop strategic capabilities, establish synergies & best… more
- JPMorgan Chase (Plano, TX)
- … management including risk monitoring, margining, stress analysis or quantitative financing + In-depth understanding of counterparty /liquidity/market risk ... will be a key player in managing and mitigating counterparty credit risk . you will employ your...appetite, and effectively reviewing and challenging business stakeholders on risk -related inquiries. + Collaborate with Quantitative Research,… more
- Wells Fargo (New York, NY)
- …seeking a CIB Quantitative Strategist - Vice President (Lead Securities Quantitative Analytics Specialist) in Corporate & Investment Banking. Learn more ... of business at wellsfargojobs.com . The individual will help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA… more
- PNC (New York, NY)
- …opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Consultant within PNC's Model Risk Management organization, you will ... Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative … more
- Capital One (New York, NY)
- …for derivative pricing and risk management, including derivative valuation, market risk , and counterparty risk models. Strong communication skills are ... Manager, Quantitative Analysis - Model Risk Office...scheduled start date: + A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics ,… more
- Fannie Mae (Boston, MA)
- …or related quantitative discipline * 2+ years of experience in Quantitative Analytics , model development, validation or auditing * Proficiency in Python, ... Internal Audit team, with a dual focus on model risk assurance and driving data analytics innovation...expertise to review models in mortgage finance, including credit risk , counterparty credit risk , and… more
- Bank of America (Wilmington, DE)
- …Prior auditing background preferred **Skills:** + Critical Thinking + QuantitativeDevelopment/Validation + Risk Analytics + Risk Modeling + Technical ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia;...modelling and model uses, particularly in trading models, market risk models and Counterparty Credit Risk… more
- The Hartford (Hartford, CT)
- …and to help others accomplish theirs, too. Join our team as we help shape the future. Risk Analyst, Credit & Counterparty Risk The Risk Analyst, Credit & ... to conduct credit analyses to help understand and control The Hartford's counterparty risk across financial institutions (ie, banks), investment trading… more
- UGI Corporation (King Of Prussia, PA)
- …risk controls, including portfolio validation, monitoring position limits and credit exposure, counterparty risk assessment, and risk analysis. + Oversee ... settlement processes across multiple markets + Demonstrated expertise in advanced risk analytics , net exposure calculation, and portfolio optimization techniques… more
- Citigroup (Tampa, FL)
- …stochastic calculus. Design computer code for performance and production testing of counterparty risk models using Python and shell script programming. Maintain ... Develop, enhance and validate methods of measuring and analyzing counterparty credit risk by means of statistical...Employer. Wage Range: $134,706 to $160,000 Job Family Group: Risk Management Job Family: Risk Analytics… more
- JPMorgan Chase (Jersey City, NJ)
- …Duties: Analyze, interpret, and compute Securities Financing Transaction Exposure and Risk Weighted Asset (RWA). Perform quantitative and various impact ... required: Bachelor's degree in Business Administration, Business Analysis, Applied Analytics , Finance, Accounting, Statistics, Math, Risk Management, or… more
- US Bank (Minneapolis, MN)
- …support loan portfolio stress testing (CCAR), the allowance for credit losses (ACL / CECL), counterparty risk , climate risk , and commercial risk rating ... Description** We are looking for a strategic and results-driven quantitative manager to lead transformation initiatives within the Credit...Data. **Vision |** We create the future of credit risk management through data, analytics , and … more
- Citigroup (Tampa, FL)
- …a Model/Analysis/Validation Officer for its Tampa, FL location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate ... multiple asset classes. Develop analytics libraries used for pricing and risk -management. Create, implement, and support quantitative models for the trading… more
- PenFed Credit Union (Irving, TX)
- …to develop a custom database to be used as the basis for reporting and analytics for Quantitative Risk Management, Consumer Retail Credit Risk , ... Mortgage Credit Policy, and Commercial & Counterparty Credit Risk . + Coordinate with internal enterprise data team and external vendors to ensure accuracy of… more
- JPMorgan Chase (Newark, DE)
- …requirements, and manages stress testing for Comprehensive Capital Analysis and Review, risk appetite, quantitative impact studies for regulators, and ad-hoc ... from senior management. The team works closely with the Investment Bank's Quantitative Research Team to understand risk parameter methodology and capital… more
- Navy Federal Credit Union (Vienna, VA)
- …growth or other financial goals. This role will be a member of the Credit Risk Analytics , Modeling, and Monitoring team which provides the Enterprise Credit ... Risk department with all data, analytics , and...Conduct routine research and analysis on wholesale credit and counterparty risk , including evaluating the viability of… more
- Sallie Mae (Newark, DE)
- …exams as part of the credit review and challenge process. **What You'll Do** + Risk analytics & reporting + Supports 2nd Line of Defense analytical review of ... of education. **What You'll Contribute** The Sr. Analyst, Credit Risk role is a key position within Sallie Mae's...and review remediation. + Credit components (Data, Tools and Counterparty ) + Develops monitoring for credit decision processes based… more
- The Hartford (Hartford, CT)
- …including risk management leadership experience. + Deep expertise in Enterprise Risk Management (ERM), data analytics models, and catastrophe modeling. + ... provides the targeted value. + Participate in Credit and Counterparty Security Committee to monitor and approve insurance and...Experience with a broad range of quantitative , financial and risk management techniques and… more