- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- JPMorgan Chase (New York, NY)
- …to join JPMorgan Chase's world-class quantitative research team in New York. The Counterparty Credit Risk and Margin Quantitative Research team (CCR ... state-of-the-art analytics and risk management tools for counterparty credit risk and margin....quantitative methods and analytical tools for modeling of counterparty credit risk and margin.… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- Bank of America (Jersey City, NJ)
- …Education Requirement:** Master's degree in related field or equivalent work experience Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... quantitative approaches **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + ... counterparty credit risk across the firm at both... counterparty credit risk across the firm at both TOH and legal… more
- Bank of America (New York, NY)
- …The candidate will also be a key participant in regulatory exams related to counterparty credit risk stress testing. Primary Responsibilities Include: + ... Quantitative Finance Manager Charlotte, North Carolina;New York, New...the portfolio. This work will require extensive engagement across risk , technology, model developer and model validator functions within… more
- JPMorgan Chase (New York, NY)
- …professional responsible for developing and maintaining market, investment, liquidity and counterparty risk frameworks, analytics and reporting for the AM ... Management Risk , Vice President in the Investment Risk Alternatives team you'll be a experienced quantitative...position will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… more
- JPMorgan Chase (Brooklyn, NY)
- …regulatory capital frameworks: Market Risk , Counterparty Credit Risk , CVA + Experience in quantitative modeling or model review/validation in one ... Conduct strong analytical and problem-solving abilities, and experience in quantitative modeling or model review in one or more...Credit Risk , Retail Credit Risk , Counterparty Credit Risk… more
- Citizens (Iselin, NJ)
- …noted, improve business and risk processes, amend counterparty and macro risk appetite, and enhance policies, standards, and credit risk reporting. + ... Manager is responsible for the independent evaluation of borrower-level loan transactions, credit portfolios, and credit risk management practices throughout… more
- Deloitte (New York, NY)
- … products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, ... Deloitte Risk and Financial Advisory Risk , Data...Qualifications: + Degree in business, economics, finance, or other quantitative fields (eg, mathematics, statistics, etc.) + 6+ years… more
- SMBC (White Plains, NY)
- …+ Experience in derivative pricing (particularly interest rate and FX products), interest rate, counterparty credit risk , market risk , liquidity risk ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- Morgan Stanley (New York, NY)
- …used by Morgan Stanley. These include models used to monitor market risk (IMA), counterparty credit risk (CVA/IMM), credit risk (IRB), ... Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other risks. Background...Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics, risk … more
- JPMorgan Chase (New York, NY)
- …assisting in evaluating market moves that could cause losses to the firm. + **The Credit Risk Team** works in partnership with areas of the Corporate and ... for assessing client credit strength and approving and managing the firm's retained credit risk . This risk can relate to underwriting, lending, and… more
- SMBC (New York, NY)
- …and Skills** + Over 7 years of specialized experience in sell-side derivatives risk management or quantitative modelling role + Master's Degree required (MA ... knowledge of derivatives and their key risks, particularly Interest Rates, FX and Credit products. + Familiarity with relevant risk concepts and related… more
- Bank of America (New York, NY)
- …risks, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. This role requires close interaction with the ... to securitized products + Good understanding of real estate and credit markets + Proven finance or risk background with quantitative skills + Ability to… more
- Morgan Stanley (New York, NY)
- …between the Fund and its prime brokers/trading counterparties - Maintain integrated risk and margin modeling and collateral / counterparty management process ... movements, improving risk utilization and providing for financing optimization by counterparty or prime broker - Daily communication with all segments of hedge… more