- Wells Fargo (New York, NY)
- …risk reporting for trading desks and their management, advanced market risk calculations including full-revaluation VaR , and capital calculations for internal ... About this role: The Senior Lead Securities Quantitative Analytics Specialist is an...focus on Vasara development. Vasara is the next generation risk platform for the CIB. It is an ambitious,… more
- MUFG (New York, NY)
- …Technology team or equivalent role in finance. + Experience of credit and market risk reporting; PV, Sensitivity, Stress, VAR , P&L Rec, PFE, Credit utilization. ... of our recruitment team will provide more details. **Job Summary:** The Risk Technology team is responsible for designing, integrating, and supporting Middle Office… more
- Wells Fargo (New York, NY)
- …risk reporting for trading desks and their management, advanced market risk calculations including full-revaluation VaR , and capital calculations for internal ... **About this role:** The Senior Lead Securities Quantitative Analytics Specialist is an...focus on Vasara development. Vasara is the next generation risk platform for the CIB. It is an ambitious,… more
- Citigroup (Jersey City, NJ)
- … risk managers, financial controllers and operations staff. The Lead Java Developer is a senior level position responsible for establishing and implementing ... + UI tech stack knowledge will be advantage + Understanding of Risks (Greeks), risk calculation models like VaR /SIMM preferred and ability to work with Quant… more
- Bank of America (Jersey City, NJ)
- …standard version. Technology provides an application suite that supports the Risk Optimization FICC trading desk, Uncleared Margin Rules (UMR) functions, and ... provides intraday/end-of-day Risk , PL calculations, as well as portfolio management tools...PL calculations, as well as portfolio management tools for VaR estimation, trade blotters, hedge construction and trade compression… more
