- SMBC (New York, NY)
- … Finance, Economics, Statistics, or a related field. **Experience:** + 8+ years in wholesale credit risk modeling , with 3+ years in a leadership role within ... benefits to its employees. **Role Description** The Director of Credit Stress Loss Modeling will lead the... will lead the development, validation, and implementation of credit risk models to support regulatory stress… more
- SMBC (New York, NY)
- …to its employees. **Role Description** SMBC Bank is seeking a highly skilled Vice President, Quantitative Credit Modeling to join our dynamic team in New ... The ideal candidate will possess strong technical expertise in quantitative modeling , a deep understanding of regulatory...& Industry Trends** + Stay current with advancements in credit risk modeling (eg, AI/ML… more
- SMBC (New York, NY)
- …Bachelor's degree with extensive experience may be considered. **Experience:** + 12+ years in wholesale credit risk modeling , with at least 7 years in a ... This role will also involve managing a team of quantitative analysts, ensuring compliance with regulatory standards (eg, SR...the impact of various stress scenarios (including CCAR's) on credit risk . + Innovate modeling … more
- SMBC (New York, NY)
- …a competitive portfolio of benefits to its employees. **Role Description** The Associate of Quantitative Risk Modeling is a key role within our corporate ... or related areas within the financial industry + Skills: Strong analytical and quantitative skills, proficiency in risk modeling and scenario analysis,… more
- Santander US (New York, NY)
- …in fixed income quantitative finance, derivative pricing models - Interest Rates, Credit , FX, option pricing, etc. stochastic calculus modeling , along with a ... VP Market Risk Quantitative Analyst Country: United States...Pandas, SciPy) + Derivative Pricing and Stochastic Calculus. + Risk modeling frameworks, financial time series analysis.… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... issues with transparency. **Qualifications:** + 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.… more
- Aflac (New York, NY)
- AVP, Quantitative Risk Analyst (Investments) The Company:...analyses of financial impacts due to exposures in market risk , credit risk etc. + ... Risk Reports to: Primary Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business...deployed into production + Provide support for Market and Credit risk analysis + Participate in the… more
- Mizuho Corporate Bank (New York, NY)
- … Finance, Statistics or related quantitative field. + Deep knowledge of credit risk modeling for wholesale loans with practical implementation ... technical expert setting up the vision and standards for credit risk modeling . Responsibilities +...of 5 quantitative developers focused on specialized credit risk analytics supporting credit … more
- Citigroup (New York, NY)
- …testing such as CECL, CCAR, IFRS9, ICAAP/EBA, GSST and climate risk modeling . Responsibilities: o Implement and maintain wholesale credit loss model library ... Quantitative Engineer to lead development of the wholesale credit loss forecast library, which covers both internal and...Hands-on experience with the research, development, and implementation of credit risk models. o Extensive knowledge of… more
- BlackRock (New York, NY)
- …pooled investment vehicles, and the industry-leading iShares(R) ETFs. **Who We Are** ** Quantitative Modeling and Research (QMR)** is an innovative team within ... span a diverse range of products, including interest rates, FX, inflation, equity, and credit . Our mission goes beyond traditional quantitative models; we are at… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... issues with transparency. **Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector… more
- New York State Civil Service (New York, NY)
- …(NYSIF) with over $20 billion of assets under management, is seeking a Senior Quantitative Portfolio Analyst to join its investment risk management team to ... exposures across asset portfolios* Measure, monitor, manage and report on various portfolio risk metrics such as VaR, credit VaR, expected shortfall, tracking… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... issues with transparency. **Qualifications:** + 15+ years of experience in a comparable quantitative modeling or analytics role, ideally in Rates + Experience… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... and data analysis methods / tools for pricing and risk management in Flow and Volatility Equity Derivatives. +...**Qualifications:** + 2-5 years of experience in a comparable quantitative modeling or analytics role, ideally in… more
- SMBC (Jersey City, NJ)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... a strategic and quantitatively oriented individual for the position of Director, Quantitative Analytics within Corporate Treasury. The role involves leading the … more
- JPMorgan Chase (New York, NY)
- …develop tools used in the system. Aggregate liability duration, convexity, and credit risk metrics and develop effective interest rate hedging strategies. ... and managing the risks associated with fixed income securities, including interest rate risk and credit risk ; utilizing portfolio construction theory,… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... issues with transparency. **Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector… more
- SMBC (Jersey City, NJ)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... (CUSO) seeks a quantitatively oriented individual for the position of VP, Quantitative Analytics within Corporate Treasury. The role involves leading the … more
- American Express (New York, NY)
- …#TeamAmex. **How will you make an impact in this role?** As a member of the Credit & Fraud Risk Finance team, you will be dedicated to delivering fact-based, ... decision-driven and high-impact Net Loss Provision forecasts and credit - risk related insights. You will be challenged with designing and creating deep analytics… more
- JPMorgan Chase (New York, NY)
- …will work closely with: Sales, Structuring, XVA Trading (XVAT), LOB Trading, Credit Risk , Market Risk , Quantitative Research (QR), Legal and Reg Policy, ... a sensible risk /reward evaluation; + Developing new risk measurement tools in partnership with Quantitative ...for additional information when required. + Experience in counterparty credit risk and XVA modeling … more