- Citigroup (New York, NY)
- …into the codebase. Responsibilities: + Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model ... Counterparty Credit Risk Analytics... Counterparty Credit Risk Analytics is a group...team members. Qualifications: + Demonstrative experience of programming in Python . + Experience in systems analysis and programming of… more
- Citigroup (New York, NY)
- …will involve tasks such as: + Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. ... risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application...and /or other team members. Qualifications: + Expert in Python + Ability to write clean, tested highly efficient… more
- SMBC (New York, NY)
- …The Director of Trading Book Risk Modelling will oversee and manage Counterparty Credit Risk and stress testing framework. This role requires ... an experienced professional with a deep understanding of counterparty credit risk , market ...diverse audience. + Proficiency in statistical programming languages (eg Python ) and data visualization tools (eg PowerBI). + Deep… more
- Citigroup (New York, NY)
- **Job Purpose** The Credit Underwriter will be part of the Counterparty Credit Risk team (CCR), within the global Institutional Credit Management ... of Citi's First Line of defense for wholesale and counterparty credit risk management and...incorporating VBA (Visual Basic for Applications), programming skills in Python , R or other statistical languages is a plus… more
- Santander US (New York, NY)
- VP, Counterparty Credit Risk - Corporate and Investment Banking New York, United States of America USA Job Function Description: Ensures adherence to the ... monitoring of policy, standard implementation, ensuring harmonization and consistency of risk policies. Monitors and manages risk /exposure and compliance with… more
- US Bank (New York, NY)
- …methods and proxying - Understanding of how market data impacts the downstream uses - Counterparty credit risk and CVA - Understanding of major market data ... focused on new commodity product implementation. Will support broader counterparty risk team in launching over a... management of other derivatives products such as the credit derivatives, ETFs, mortgage TBAs, bond futures, sponsored secured… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk Analyst to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market ... calibration + Work closely with front office structuring, and credit risk teams to evaluate new deal...stress testing, and/or VaR frameworks + Technical skills in Python , Excel/VBA, or other analytical tools + Strong communication… more
- Mizuho Corporate Bank (New York, NY)
- …the development and management of methodologies and analytics for the suite of Wholesale and Counterparty credit risk models. The Candidate will manage the ... Summary The Credit Risk Analytics team lead is...DFAST/CCAR submission experience preferred. + Experience with programming languages ( Python , R, SAS, Stata), SQL databases, and data visualization… more
- Mizuho Corporate Bank (New York, NY)
- …background. + Experience in Python , VBA, SQL. + Knowledge of derivative products/ counterparty credit risk . + Excellent written and verbal presentation ... in derivative transactions. + On an ongoing basis, analyze counterparty credit exposure on various metrics such...to enhance data quality. + Assist Credit Risk Management team for client on-boarding, updating counterparty… more
- Wells Fargo (New York, NY)
- …of experience in capital markets, specifically in risk disciplines such as Market and Counterparty Credit Risk + 5+ years of experience with NoSQL DB + ... **About this role:** Wells Fargo is seeking a Principal Python Engineer in Technology as part of Commercial and...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more
- Citigroup (New York, NY)
- …a related finance occupation analyzing financial products to identify liquidity, market, and counterparty credit risk within the financial industry. Three ... liquidity risk , market risk , and counterparty credit risk ; Implementing and...Enhancing and automating processes required by regulatory policy using Python and VBA. In the alternative, employer will accept… more
- BMO Financial Group (New York, NY)
- …- Develop and implement a highly efficient, consistent and insightful target state counterparty credit risk inventory identification and assessment process ... efficient, consistent and insightful target state credit , counterparty , market and liquidity & funding risk ...eager to contribute meaningfully Preferred Qualifications: + Proficiency in Python , R, SQL, or similar tools used for modeling… more
- Citigroup (New York, NY)
- …Management (WCM), serving as a critical component of our First Line of Defense for Counterparty Credit Risk (CCR) management, and working with our Business ... to meet our needs. **Key responsibilities:** + Support monitoring and management of Counterparty Credit Risk including the development and automation of… more
- Citigroup (New York, NY)
- …the desk, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. Work closely with the trading desk and ... Citibank, NA seeks a Market Risk Officer for its New York, NY location....risks taken by the XVA (X Valuation Adjustments like Credit Valuation adjustment, Funding Valuation Adjustments etc) desk. Assess… more
- SMBC (New York, NY)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... Description** SMBC Capital Markets, Inc. is seeking a highly skilled Associate for Market Risk to join our esteemed Market Risk Strategy Team. This role is… more
- Wells Fargo (New York, NY)
- …Quantitative Strategies a Vice President needed to help drive our objectives in counterparty risk modeling. The candidate will implement the XVA, Structured ... office and risk as it relates to counterparty risk models, eg FRTB standard approach...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more
- Bank of America (New York, NY)
- …of business, including Technology, support partners (in particular Market Risk and Counterparty Credit Risk ) and Enterprise functions at all levels. The ... Good communication, interpersonal, and organizational skills. + Proficiency in Python (Pandas, NumPy) for data processing and automation. +...other functions interacting with GM, such as Operations, Market Risk , Counterparty Credit Risk… more
- JPMorgan Chase (New York, NY)
- …firm's risk models accurately capture the portfolio's inherent risks. + Counterparty Interaction: Build and maintain relationships with credit , credit ... for longer-term holding periods. Highbridge distinguishes itself as a credit and volatility-focused franchise, with the flexibility to invest opportunistically… more
- HSBC (New York, NY)
- …and equity markets is also a plus + Relevant market risk or counterparty credit risk experience + Knowledge and experience with stress-testing, scenario ... for FX execution strategies and investments, ranging from pre-trade and risk management services to execution and post-trade services. It provides guidance,… more
- Scotiabank (New York, NY)
- …the world. Global Banking & Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and ... Liquidity Buffer Impacts + Daily Cash Flow and EWIs Monitoring + Top Counterparty Reporting + FBO Tailoring Metrics **What You'll Do:** + Ensure report compliance… more