- Fannie Mae (Washington, DC)
- …strategies, residential property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and ... techniques (including reinforcement learning) to develop predictive models, optimize risk management strategies, and drive actionable insights. You will also… more
- Fannie Mae (Washington, DC)
- …strategies, residential property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and ... to developing validation or testing strategies and assessing the quality and risk of model methodologies, outputs, and processes and applying understanding of… more
- Citigroup (New York, NY)
- …analytics of the balance sheet. This includes + Participates in managing liquidity and interest rate risk , the capital/legal entity structure and capital ... of Transfer Pricing and other Intercompany items + Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS) , working knowledge of Citigroup Financial… more
- M&T Bank (Buffalo, NY)
- …develops, implements, maintains, analyzes and manages quantitative/econometric behavioral models used for credit risk , interest rate risk and liquidity ... + Lead research and development of quantitative behavioral models used for credit risk , interest rate risk and liquidity risk management,… more
- Truist (Charlotte, NC)
- …controls and serve as a resource for the corporation in all model risk management related tasks. ESSENTIAL DUTIES AND RESPONSIBILITIES Following is a summary of ... Independently perform model validations spanning multiple domains (eg, credit risk , market risk , capital planning) to assess...spanning multiple domains (eg, credit risk , market risk , capital planning) to assess fit for purpose, conceptual… more
- Citigroup (Tampa, FL)
- The Interest Rate Risk Manager will assist in the implementation and execution of the Interest Rate risk management framework and supporting ... Managers, Treasury, and business teams, with exposure to senior management. The Interest Rate Risk Manager will assist in the design, monitoring, and… more
- Capital One (Mclean, VA)
- …provides an excellent opportunity to learn about the bank's balance sheet, measure and manage interest rate risk , project net interest income in ... long-term business strategy by developing analysis and reports to evaluate the company's interest rate risk (IRR) and Foreign exchange risk (FX)… more
- Deloitte (New York, NY)
- …Prudential Standards-Regulation YY, Basel III LCR and NSFR, FR 2052a, SR 10-1 Interagency Advisory on Interest Rate Risk , BCBS 368 - Interest Rate ... management, intraday liquidity and cash management, funds transfer pricing, and interest rate risk + Experience with the contents and implementation… more
- Deloitte (Jersey City, NJ)
- …Prudential Standards-Regulation YY, Basel III LCR and NSFR, FR 2052a, SR 10-1 Interagency Advisory on Interest Rate Risk , BCBS 368 - Interest Rate ... day-to-day stakeholder relationships + Demonstrate appropriate compliance and control of interest rate and liquidity risk + Implement programs, measures, and… more
- Charles Schwab (Chicago, IL)
- …risks threatening assets, earnings capacity, or economic state of the organization. Analyze interest rate risk for Schwab, including handling application of ... model methodology, model testing to enhance model analytics supporting measurement of interest rate risk and income sensitivity using Polypaths, MATLAB, R,… more
- Citizens (Johnston, RI)
- …be responsible for second line of defense risk management oversight specifically related to interest rate risk (IRR) in the banking book. This role will ... responsibilities include: + Subject matter expert will lead, maintain, and enhance Interest Rate Risk (IRR) oversight and review & challenge IRR practices… more
- Charles Schwab (Lone Tree, CO)
- …on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet, and ... fixed-income investment portfolios, off-balance sheet brokered deposit notional investments, interest rate derivatives, and income modeling associated with… more
- Truist (Charlotte, NC)
- …practices. 6. Play a leading role in developing, drafting and presenting the comprehensive annual Interest Rate Risk / Liquidity Risk Oversight report ... Expertise in relevant laws, regulations, and supervisory guidance with respect to interest rate risk and ALM. 4. Excellent verbal and written communication… more
- JPMorgan Chase (New York, NY)
- …rate and foreign exchange risks, and conservatively invests the firm's excess deposits. Interest rate risk is managed primarily via investment securities ... including, but not limited to, Market Risk , Credit Risk , Liquidity Risk , Interest Rate Risk , Operational Risk , Pensions and BOLI COLI,… more
- Truist (Charlotte, NC)
- …management practices. 6. Play a leading role in developing and drafting the comprehensive annual Interest Rate Risk / Liquidity Risk Oversight report ... Expertise in relevant laws, regulations, and supervisory guidance with respect to interest rate risk and ALM. 4. Excellent verbal and written communication… more
- Charles Schwab (Lone Tree, CO)
- …on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through the ... fixed-income investment portfolios, off-balance sheet brokered deposit notional investments, interest rate derivatives, and income modeling associated with… more
- Citigroup (New York, NY)
- …engagements for the Finance CRO covering risk topics including Liquidity Risk and Interest Rate Risk . The role will also support the USPB CRO and ... understanding of risk management disciplines with experience in Liquidity, Interest Rate Risk and Retail Credit + Solid understanding of Regulatory… more
- Citigroup (New York, NY)
- …effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all ... responsible for independent risk management of non-trading market risk , including Interest Rate Risk in the Banking Book as well as market risk … more
- Truist (Charlotte, NC)
- … Risk Oversight reports which documents MLRM's ongoing review and assessment of Truist's interest rate risk and liquidity risk management practices ... 2. Familiarity with relevant laws, regulations, and supervisory guidance with respect to interest rate risk , ALM, and liquidity risk management 3.… more
- Morgan Stanley (New York, NY)
- …candidate should have strong experience with models used for Internal Liquidity Stress Testing and Interest Rate Risk in the Banking Book gained at a ... Firm Risk Management Morgan Stanley's Firm Risk ...independently testing Internal Liquidity Stress Testing (ILST) and Net Interest Income Sensitivity models covering the Firm's activities in… more
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