- Fannie Mae (Washington, DC)
- …quantitative analytics applied to one or more areas within credit, interest rate, counterparty credit risk , and/or fixed income valuation in the financial ... and interest rate, financial valuation of finance assets and derivatives , economic capital, and stress testing. In this role,...role. * THE IMPACT YOU WILL MAKE The* Model Risk Business Process QA Reviewer - Advisor *role will… more
- Fannie Mae (Reston, VA)
- …quantitative analytics applied to one or more areas within credit, interest rate, counterparty credit risk , and/or fixed income valuation in the financial ... including housing prices and interest rate, financial valuation of finance assets and derivatives , economic capital, and stress testing. In this role, you will help… more
- PNC (Pittsburgh, PA)
- …team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the Independent ... regular basis. Some responsibilities may be performed remotely, at manager 's discretion. We are seeking a Senior Validator to...models including Value at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty… more
- Wells Fargo (New York, NY)
- …CIB Portfolio Manager (Vice President level) for its CIB Markets Counterparty Credit Management (CCM) team. CCM sits within the Corporate & Investment Banking ... advisors, as well as pension plans, supporting traded products in CIB Markets that generate counterparty credit risk . **In this role, you will:** + Focus on … more
- M&T Bank (Buffalo, NY)
- …evaluation, and risk identification on the Bank's exposure to counterparty and Investment credit risks, including high complexity data analysis and ... macroeconomic environment to plan initiatives to accomplish enterprise-wide goals around the Counterparty Credit Risk (CCR) Management. Directly oversee a team… more
- Capital One (New York, NY)
- Manager , Quantitative Analysis - Model Risk ...risk management, including derivative valuation, market risk , and counterparty risk models. ... financial lives. Capital One is selectively recruiting for a Manager for a Model Validation team. The individual would...Validation team. The individual would report to the Model Risk Office and work closely with the business groups.… more
- PNC (New York, NY)
- …team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the Independent ... company's success. As a Quantitative Analytics and Model Group Manager within PNC's Model Risk Management organization,...rate models, derivative pricing models, Value at Risk (VaR), and counterparty credit risk… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk VP to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market ... equity and credit markets, fund financing structures, and OTC derivatives + Proficiency in risk modeling, stress...structures, and OTC derivatives + Proficiency in risk modeling, stress testing, and/or VaR frameworks + Technical… more
- NRG Energy, Inc. (Houston, TX)
- …your future! **Job Summary:** We are seeking a highly analytical and detail-oriented Collateral Risk Manager to join our Risk Management team. Reporting to ... is critical in ensuring financial assets are properly managed to mitigate counterparty credit risk , ensure compliance with contractual obligations, and support… more
- Bank of America (Jersey City, NJ)
- …(GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central ... and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of...with 5+ years of experience + Solid understanding of derivatives pricing + In depth understanding of Value at… more
