- 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
- Bank of America (Jersey City, NJ)
- …datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... counterparty credit risk across the firm at both...counterparty credit risk across the firm at both TOH and legal...or equivalent work experience **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + … 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
- Bank of America (Jersey City, NJ)
- Risk Analysis Specialist II - Counterparty Credit Risk Analytics Jersey City, New Jersey;Chicago, Illinois **Job Description:** At Bank of America, we ... Analytics (GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market...Experience** *Master degree and above (or equivalent), preferably in quantitative finance or a quantitative field *Solid… more
- Citigroup (New York, NY)
- Individual will work as part of Counterparty Credit Risk team under the global Institutional Credit Management (ICM) group and will be responsible for ... measuring, monitoring, and controlling counterparty credit risk (CCR) for...all derivatives and financing products + Closely work with Quantitative risk and Markets analytics teams, Technology,… more
- Citigroup (New York, NY)
- Individual will work as part of Counterparty Credit Risk (CCR) team under the global Institutional Credit Management (ICM) group and be responsible for ... of Citi's First Line of defense for wholesale and counterparty credit risk management and...+ Experience with managing market or credit risk OR training in finance, mathematics or quantitative… more
- Bank of America (Jersey City, NJ)
- …and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge ... market risk infrastructure, data flows and market risk and counterparty risk models,...models. The candidate will liaise with Line of Business Risk Managers to provide quantitative risk… more
- Bank of America (New York, NY)
- …impact, along with the power to make a difference. Join us! **RESPONSIBILITIES:** + Measure counterparty credit risk for all lines of businesses in the ... division covering all traded products. + Participate in constructing counterparty credit risk portfolio reviews...by multiple data sources. + Develop and evaluate historical quantitative modeling and analytics projects in risk … more
- JPMorgan Chase (New York, NY)
- …Associate you will be a member of the MRGR team in New York City covering counterparty credit risk models where you will have exposure to multiple assets ... classes, and the firm's counterparty credit risk management and... management processes. You will have day-to-day interaction with quantitative research teams, credit risk … more
- JPMorgan Chase (New York, NY)
- …CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data ... and finance functions to measure and monitor various trends related to wholesale credit risk . Quantitative Balance Sheet Strategy (QBSS) QBSS is a firm-wide… more
- Morgan Stanley (New York, NY)
- … Risk Management's Credit Risk Management department, on the Counterparty Credit Risk team which is responsible for the independent ... identification, evaluation, monitoring and management of Counterparty credit risk associated with...closely with Risk Analytics, IT and Market Risk Experience: - Bachelor's degree in a quantitative… more
- SMBC (New York, NY)
- …is not limited to, quantitative and qualitative analysis of obligor / counterparty credit risk , transaction structure, terms and conditions, underlying ... with credit and quantitative skills to analyze the credit risk of structured finance transactions, primarily in North America, including (but not limited… more
- JPMorgan Chase (New York, NY)
- …play a crucial role in developing and maintaining market, investment, liquidity and counterparty risk frameworks. You will have the opportunity to work closely ... position will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and...with modeling and working knowledge of portfolio valuations and risk systems + Strong quantitative skills, prior… 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
- Bloomberg (New York, NY)
- … risk of derivative products across all major asset classes, including market data; counterparty credit risk , XVA, initial margin; value-at- risk and ... other market risk metrics; climate risk ; credit risk and...through modern C++ and Python libraries. . Within the Quantitative Analytics team, the Quantitative Risk… more
- Bank of America (New York, NY)
- …desk, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. This role requires close interaction with the ... the Market Risk Management team for a risk manager within the Rates and Counterparty ...groups (ie Finance, Quants, Technology, etc.). Product knowledge and quantitative skills are necessary. **Requirements:** * Solid academic background,… 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
- Bank of America (New York, NY)
- …liaising with other risk functions as necessary, including operational, credit , and counterparty risks. **Required Qualifications:** There is no unique ... for various Line of Businesses (LoBs), such as Global Credit , Mortgages, Rates, Equities, etc. Key responsibilities include (but...the role also needs to contribute to managing BAU risk positions and performing quantitative and qualitative… more
- Morgan Stanley (New York, NY)
- …, and securitized products. This is in addition to oversight of models used to monitor counterparty credit risk (XVA/IMM), credit risk (IRB), market ... Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other risks. This...Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics and risk… more
- JPMorgan Chase (New York, NY)
- …New York, NY; Plano, TX; Houston, TX; Chicago, IL; Los Angeles, CA. + **The Credit Risk Team** works in partnership with areas of the Commercial and Investment ... strength and approving and managing the firm's retained credit risk . This risk can.... **Job Responsibilities** + Performing analysis/due diligence on a counterparty /product + Monitoring risk sensitivities across team… more