- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... research analysts. **Who we are** The Bloomberg Structured Products Quantitative Research Team We are an enthusiastic, talented team...Agency MBS Sector with a focus on term structure modeling , PnL tracking, and risk management +… more
- TEKsystems (New York, NY)
- …Strong quantitative and analytical experience Knowledge of financial markets. Knowledge in quantitative risk modeling and statistical models in risk ... Description Quantitative Risk Management Consultant W2 Contract...etc.) Skills quantitative analysis, programming, statistical model, risk management, advanced derivatives modeling , volatility models,… more
- Mizuho Corporate Bank (New York, NY)
- …with regulators as a subject matter expert Qualifications + 3-5 years of experience in quantitative modeling for market risk + Masters Degree in a ... Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at-… more
- M&T Bank (New York, NY)
- …statistical software packages (SAS, Python, Stata, R), especially SAS & Python. + Credit Risk Modeling experience + Logistic regression in credit risk ... **Provides experienced support in the development and analysis of quantitative /econometric behavioral models used for credit risk ,...Bachelor's degree and a minimum of 1 years' proven quantitative behavioral modeling experience, or in lieu… more
- S&P Global (New York, NY)
- **About the Role:** **Grade Level (for internal use):** 11 **The Team:** The Quantitative Modeling Group is an elite, global team of highly skilled and versatile ... Financial Institutions to automate, speed up and scale the quantitative assessment of credit, climate, third-party risk ...management, and Maritime and trade. **Responsibilities & Impact:** The Quantitative Modeling (QM) group develops all … more
- Capital One (New York, NY)
- Manager, Quantitative Analysis - Model Risk Office...as Python or R + Ability to clearly communicate modeling results to management, model risk office, ... industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward… more
- JPMorgan Chase (New York, NY)
- …experience as a quantitative analyst in model development, model validation, or quantitative risk management for Fixed Income, with a focus on Securitized ... status quo, and striving to be best-in-class. As a Quantitative Analyst in the Market Risk Model...evaluate model performance and quantify the impact of alternative modeling assumptions + Interpret regulatory pronouncements and translate them… more
- Bank of America (Jersey City, NJ)
- …opportunities to learn, grow, and make an impact. Join us! **Job Description:** Quantitative engineers in Global Risk are responsible for designing and ... models for surveillance or testing framework for Global Markets processes). Quantitative engineers work with modelers, risk managers, and technologists… more
- M&T Bank (New York, NY)
- …for projects. + Serve as subject matter expert for on all facets of quantitative risk management and guide junior analysts and data scientists during the ... analysts and modelers to develop, implement, maintain, analyze and manage quantitative /econometric behavioral models used for credit risk , capital planning… more
- PNC (New York, NY)
- …the bank's interest rate risk in the banking book (eg, non-maturing deposit modeling ) and liquidity risk , as well as models supporting financial and CCAR ... Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative … more
- Bank of America (New York, NY)
- …to learn, grow, and make an impact. Join us! **Job Description:** Senior Quantitative engineers in Global Risk are responsible for designing and overseeing ... models for surveillance or testing framework for Global Markets processes). Senior Quantitative engineers work with senior modelers, risk managers, and… more
- PNC (New York, NY)
- …Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative ... valued and have an opportunity to contribute to the company's success. As a Quantitative Analytics and Model Consultant Senior within PNC's Market Risk Oversight… more
- Bank of America (New York, NY)
- …Analyst is the entry level role to becoming a Quantitative Engineer. Quantitative engineers in Global Risk are responsible for designing and implementing ... for surveillance or testing framework for Global Markets processes). Quantitative engineers work with modelers, risk managers,...have a combination of software engineering, big data, and modeling skills and the ability to work across the… 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 ... Credit Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative … more
- Citigroup (New York, NY)
- …issues with transparency. **Qualifications:** + 15+ years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector ... **Responsibilities:** + Develop analytics libraries used for pricing and risk -management + Support quantitative models for the...used for pricing and risk -management + Support quantitative models for the trading business leveraging a wide… more
- JPMorgan Chase (New York, NY)
- Join our Quantitative Research Equity Derivatives team as a junior to mid-level quant, where you'll help shape the future of flow products. In this dynamic role, ... you'll drive and implement advanced analytics, optimization, and modeling for volatility trading. Key responsibilities include volatility surface calibration, client… more
- JPMorgan Chase (New York, NY)
- This role sits within a high-performing quantitative modeling group focused on Residential Mortgage-Backed Securities (RMBS) and related structured products. The ... maintaining, and enhancing advanced models and analytical tools that drive valuation, risk assessment, and market-making activities across the firm's trading and … more
- JPMorgan Chase (New York, NY)
- …derivative payoffs. **Job responsibilities** + Develop mathematical models for pricing and risk management of derivative securities within a quantitative library ... objective is to drive and implement analytics, optimization and modeling for Equity Exotic trading. **Job Summary** As the...capabilities, and skills:** + Prior experience in a front-office quantitative research role. + Knowledge of risk … more
- Citigroup (New York, NY)
- …time here will look something like this.** Summer Analysts will be placed on a quantitative modeling desk and assigned a summer project designed to highlight the ... **NAM Quantitative Analysis, Summer Analyst Program - New York...your work can make an immediate impact. From derivatives modeling to algorithmic execution, you will build innovative solutions… more
- JPMorgan Chase (New York, NY)
- …that drive our investment process. The ideal candidate will possess deep expertise in quantitative modeling and portfolio management and will play a key role in ... statistics, or other quantitative /technical disciplines. + Deep expertise in quantitative modeling , portfolio construction, and equity markets. + Strong… more