- Athene (West Des Moines, IA)
- …Build, refine and manage models of valuation and risk for equity, FX and interest rate derivatives - options, swaps, and forwards. Implement models ... measurement, and management technique. * Familiarity with capital markets (preferably equity derivatives ) with a focus on quantitative / risk analysis and… more
- Athene (West Des Moines, IA)
- …and asset liability management-related activities. The focus of this role will be interest rate and foreign exchange risk hedging, and the ideal candidate ... Position will work under the direct supervision of the Portfolio Manager - Risk and Derivatives and Sr. Portfolio Manager - Risk and Derivatives , and work on the… more
- Truist (Charlotte, NC)
- …of fixed income markets and an understanding of global macro drivers that relate to bank interest rate risk management 2. Experience with interest rate ... hedge accounting compliance where applicable. 5. Generate pre-trade hedging analysis; net interest income impact, net interest rate sensitivity impact,… more
- JPMorgan Chase (New York, NY)
- …enhance yield and solve complex financial problems. As an Interest Rate Derivative Sales Associate for JPMorgan's Corporate Derivatives Marketing team, your ... and client segments. This includes assistance with identifying, presenting and executing interest rate hedging solutions for the firm's Corporate clients. In… more
- JPMorgan Chase (New York, NY)
- …accuracy and insights. + Expertise in derivatives pricing, with focus on interest rate and credit products and models. JPMorganChase, one of the oldest ... seeking a highly skilled and motivated Vice President to join our Credit Quantitative Research team, specifically within the Public Finance team that focuses on… more
- Fannie Mae (Reston, VA)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... you will coach and mentor team members. *THE IMPACT YOU WILL MAKE* The* Lead Quantitative Modeler* role will offer you the flexibility to make each day your own,… more
- JPMorgan Chase (New York, NY)
- …models based on stochastic processes for pricing and risk management of interest rate derivatives . **Required Qualifications, Capabilities and Skills** ... As a Quantitative Research Analyst - Associate supporting the Rates...Qualifications, Capabilities and Skills** + Knowledge or experience on interest rate modelling is a plus but… more
- JPMorgan Chase (New York, NY)
- …focus on delivering best-in-class models and systems to support pricing and risk management of Interest Rate Derivatives . You will have a chance to develop ... The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and… more
- Capital One (Mclean, VA)
- Sr. Manager, Interest Rate Risk Management (Hybrid) Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Manager role on ... the Interest Rate Risk Management (IRR) Analytics team....Degree in Finance, Accounting, Financial Engineering, Economics, or other quantitative field of study + Chartered Financial Analyst (CFA)… more
- JPMorgan Chase (New York, NY)
- …degree in a technical or STEM discipline is preferred + Basic understanding of interest rate derivatives and cash products + Proficiency with Excel ... As an Associate or Vice President in the Short-Term Interest Rate Trading team, you will work...of trading experience or 3+ years of fixed income quantitative research experience (required) + Bachelor's degree + Strong… more
- PNC (Charlotte, NC)
- …market risk across the Capital Markets business, with a strong focus on Interest Rate Derivatives , FX, Commodities, Structured Products, and advanced ... roles. Product Knowledge: Good understanding of at least one of following market: Interest Rate Derivatives , FX, Commodities, Structured Products, and… more
- SMBC (New York, NY)
- …currencies which will provides unique opportunities to get exposure to all aspects of trading interest rate derivatives . Given the small size of the trading ... candidate who wants to build their career in an interest rate derivative trading floor. This position...impact of on the portfolios. + Deep understanding of interest rates derivatives valuation and market risk,… more
- M&T Bank (Boston, MA)
- **Overview:** Proactively uncovers Interest Rate Risk (IRH) derivatives and/or (Foreign Exchange) FX transactions. Supports the sales, cost and process ... the Bank's Relationship Manager knowledge and sales ability with IRH derivatives or FX transactions strategic selling. **Primary Responsibilities:** + Lead the… more
- Aegon Asset Management (Baltimore, MD)
- …including AXIS/ALFA/MOSES/TRINITY. + Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative ... advanced research projects. Qualifications: + Bachelor's degree in a technical/ quantitative discipline such as statistics, math, actuarial science, computer science,… more
- JPMorgan Chase (New York, NY)
- …**Preferred qualifications, capabilities, and skills** + Experience with Securitized Products and Interest Rate Derivatives + Experience with Prepayment ... verbal) + Good understanding of option pricing theory (ie quantitative models for pricing and hedging derivatives ) + Good coding skills, for example in C/C++ or… more
- Bank of America (New York, NY)
- …knowledge of interest rate markets, and pricing and risk management of interest rate derivatives in the context of enterprise risk hedging. + Perform ... Enterprise Risk Management measures and limits. + Partner with Quantitative Finance ("QF") and Balance Sheet Management ("BSM") to...rate markets, and pricing and risk management of interest rate derivatives in the… more
- TD Bank (New York, NY)
- …levels of innovation. The business constantly changes with macroeconomic conditions, interest rate environments, and Foreign Exchange ("FX") movements. ... + Collaborate with product partners including Asset Securitization, DCM, Derivatives , FX, Rates, ensuring appropriate presentation contribution. + Support deal… more
- Fannie Mae (Reston, VA)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... in quantitative analytics applied to one or more areas within credit, interest rate , counterparty credit risk, and/or fixed income valuation in the financial… more
- CIBC (New York, NY)
- …loan products (mortgages, auto loans/leases, credit card debt, lines of credit) and interest rate derivatives ; + Results-oriented self-starter who shows a ... any issues that may arise from the seller transaction. Works with the Derivatives desk on transactions that require a hedge arrangement to ensure that proper… more
- JPMorgan Chase (New York, NY)
- …of the team. **Job Responsibilities** + Perform thorough reviews of complex credit, interest rate , and equity pricing models, including valuation engines and ... validation, and governance within financial services, with a strong understanding of credit, interest rate , and equity pricing models. JPMorganChase, one of the… more