- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... + Engaging actively in **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE, CVA, and… more
- US Bank (New York, NY)
- …you excel at-all from Day One. **Job Description** US Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates ... point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and technology...of how market data impacts the downstream uses + Counterparty credit risk and CVA + Understanding… more
- Bank of America (New York, NY)
- …modelling and model uses, particularly in trading models, market risk models and Counterparty Credit Risk models + Familiar with regulations and regulatory ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia; Newark, Delaware; Charlotte, North Carolina; Dallas, Texas; Pennington, New Jersey;… more
- JPMorgan Chase (New York, NY)
- …Investment Bank Credit Risk Management Team, you will be responsible for managing counterparty credit exposure to a client base consisting of hedge funds and ... to analyze the creditworthiness of these clients and manage counterparty credit exposure associated with client trading,...and Skills** + Completion of a major corporate bank credit / analyst training program + Prior hedge fund… more
- Neuberger Berman (New York, NY)
- …March 31, 2025) across a range of strategies-including equity, fixed income, quantitative and multi-asset class, private equity and hedge funds-on behalf of ... firm/fund structuring, trading, valuation, portfolio accounting and fund administration, counterparty risk, technology, and compliance. The candidate should be… more