- SMBC (Jersey City, NJ)
- …models for wide range of topics related to Balance-sheet management (ii) Build Interest rate risk models (Deposit attrition, Deposit pricing, loan and ... MBS Prepayment) for Asset and Liability management (ALM), and OCI risk models. (iii)...analysis, and build Econometrics models to forecast PPNR and interest rate risk risk… more
- SMBC (Jersey City, NJ)
- … management of those projects will span around numerous areas including (i) Build Interest rate risk models (Deposit attrition, Deposit pricing, loan and ... (ALM) (ii) Collaborate with Cross-functional teams, including Asset and Liability Management (ALM), Risk and front-line Business (iii) Collaborating with… more
- HSBC (New York, NY)
- …trade; the role holder should therefore be familiar with, foreign exchange instruments and interest rate derivatives. The primary objective of the role is to ... Markets, covering foreign exchange instruments (Spot, Options, Swaps, Forwards and Futures) and interest rate derivatives and an ability to understand & manage a… more
- Arup (New York, NY)
- …+ Prepare various analyses such as construction cost estimates, schedules, risk models, constructability assessments, financial models, life cycle cost assessments, ... projects. Key software for conducting these analyses include Microsoft Excel, @ Risk , and Primavera. + Develop high-level and detailed construction cost estimates… more
- JPMorgan Chase (New York, NY)
- …analytical skills, critical thinking, investigative problem-solving + Understanding of Balance Sheet management , Interest Rate Risk , Funds Transfer ... its regulatory compliance. As a Leader in the firmwide Interest Rate Risk function within...This leadership role offers the opportunity to shape effective risk management strategies and establish best practices… more
- JPMorgan Chase (New York, NY)
- …stress-testing frameworks, such as Value at Risk (VaR) + Advanced knowledge of interest rate risk management practices + Experience with regulatory ... Join JPMorgan Chase's Risk Management and Compliance team, where...safeguard the firm's financial strength and resilience. As an Interest Rate Risk Analyst, you'll… more
- PNC (New York, NY)
- …of ALM practices in a banking environment. *Understanding of regulatory frameworks and interest rate risk management . *Excellent analytical, ... and activities to ensure they adhere to and support PNC's Enterprise Risk Management Framework. PNC also has fundamental expectations of our people managers. As… more
- Deloitte (Morristown, NJ)
- …Reuters). + Deep understanding of cash management , FX, debt capital markets, and interest rate risk management . + Demonstrated ability to take ... + Serve as a trusted advisor to clients, providing SAP treasury, risk management , and technology advisory services to enhance operational efficiency,… more
- Deloitte (Morristown, NJ)
- …Reuters). + Demonstrated expertise in cash management , FX, debt capital markets, and interest rate risk management , with a record of successful ... services, from strategy through execution. + Advise clients on treasury, risk management , and technology best practices to enhance operational efficiency and… more
- M&T Bank (New York, NY)
- …valuation or panel data models for credit risk , interest rate risk or liquidity risk management + Knowledge and familiarity with key aspects of ... forms, to fellow team members, stakeholders, including the business lines and Risk Management colleagues to demonstrate key risk drivers and dynamics of… more
- M&T Bank (Iselin, NJ)
- …development and implementation process for behavioral models supporting the firm's credit risk management , interest rate risk , liquidity risk , ... modeling practices ,as well as credit risk management , balance sheet management , interest rate risk and liquidity risk management … more
- M&T Bank (Iselin, NJ)
- … risk , interest rate risk and liquidity risk management , as... risk , interest rate risk and liquidity risk management , as ... customer or Bank behavior for purposes of credit, interest rate , liquidity or stressed capital risk management . Understand the context of the Bank's data… more
- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... MBS markets. We also develop the home price and interest rate models that help power our...rate /volatility scenario analysis, per path OAS analysis, and risk measurement/ risk management of US… more
- MUFG (New York, NY)
- …treasury functions including funding and liquidity risk management , asset liability management , interest rate risk measurement / modeling / ... of regulatory developments and interpret the impact on Liquidity and Funding risk management measurement practices. + Work closely with Global colleagues and US… more
- MUFG (New York, NY)
- …finance franchise is world-class, and we have strong solutions capabilities in interest rate & currency risk management , working capital management ... + Be a trusted advisor to the GCIB Americas management team + Establish and maintain financial discipline across...+ Build a comprehensive monthly package and present to management + Process improvements for data attribution, forecast model,… more
- BMO Financial Group (New York, NY)
- …#bmocapitalmarkets We are hiring for a Vice President or Director to join the Interest Rate Derivatives Trading team. Provides a markets-based suite of sales and ... Offers a full spectrum of integrated capabilities to deliver leading market insight, risk management , and execution services to issuing and/or investor clients,… more
- JPMorgan Chase (New York, NY)
- …career progression. **Job Summary** As an Associate or Vice President in the Short-Term Interest Rate Trading team, you will work closely with senior traders to ... risk + Develop and enhance desk infrastructure for risk management and P&L reporting + Collaborate...or STEM discipline is preferred + Basic understanding of interest rate derivatives and cash products +… more
- JPMorgan Chase (New York, NY)
- Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you play a crucial role in maintaining JPMorganChase's strength and resilience. ... impact our company, customers and communities. Our culture in Risk Management and Compliance is all about...**Job Responsibilities** + Perform thorough reviews of complex credit, interest rate , and equity pricing models, including… more
- JPMorgan Chase (New York, NY)
- Join our dynamic Corporate & Investment Bank (CIB) Market Risk Management team, where you will play a pivotal role in identifying, measuring, monitoring, and ... profile, highlighting risks to the trading business and Market Risk management team. + Conduct internal stress...various product types. + Strong knowledge of securitized product, interest rate , credit, or other fixed income… more
- Bank of America (Jersey City, NJ)
- …across the bank's balance sheet. The group provides quantitative models and analytics support for Interest Rate Risk / Liquidity Risk measurement and ... function. GRA is a sub-line of business within Global Risk Management (GRM). GRA is responsible for...with Unix/Linux environment + Past experience in Interbank Offering Rate (IBOR) transition/ Fundamental Review of the Trading Book (FRTB)… more
