- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- Citigroup (New York, NY)
- …responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB). NTMR Operations' main ... responsibilities include: + Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units...and ensure successful process execution + Analyze business specific interest rate risk exposure +… more
- JPMorgan Chase (New York, NY)
- … team within the Treasury/Chief Investment Office, you will be focusing on Interest Rate Risk (IRR) analytics and strategy. You will be involved in both ... and strategic initiatives around balance sheet analysis. This includes measuring the firm's interest rate risk , understanding balance sheet composition and… more
- Bank of America (Chicago, IL)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... Enterprise Financial Risk Analytics Sr. Specialist Charlotte, North...processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk… more
- Charles Schwab (Westlake, TX)
- …types including: Capital Stress Testing (CST), Fraud, Anti-Money Laundering (AML), Machine Learning, Credit risk , Interest Rate risk , Margin risk , ... The Corporate Internal Audit team is seeking a Senior Specialist, Internal Audit, Risk Analytics /Modeling. The Corporate team is responsible for execution of… more
- Toyota (Plano, TX)
- …and/or comparable economic and financial risk management platform (used for interest rate management, liquidity risk management, and financial planning ... a high-performance team to manage financial market risks including interest rate , liquidity, basis and other market...other TFS entities and parent company reporting * Liquidity Risk Analytics and Cash Flow Modeling; Develop… more
- Huntington National Bank (Columbus, OH)
- …using current market interest rates and security prices to measure and analyze the interest rate risk on the mortgage pipeline using the Quantitative ... modeling to identify and measure risks associated with market interest rates on the secondary marketing salable mortgage pipeline....or STEM + Minimum of 1 year experience in risk analytics or quantitative modeling Preferred Qualifications:… more
- Travelers Insurance Company (Hartford, CT)
- …what you do and where you do it. **Job Category** Actuarial, Data Analytics **Compensation Overview** The annual base salary range provided for this position is ... efforts under the guidance of experienced modelers, depending on need and interest - Provide business-oriented actuarial review of multivariate modeling results - Be… more
- MUFG (New York, NY)
- …team will provide more details. Providing Market Risk oversight for Rates and Interest Rate Options. Working with Front Office and other risk areas ... and stressed VaR, stress testing and back-testing. Performing portfolio risk analytics including Options pricing and Greek...SQL, and Python (Pandas, NumPy, scikit-learn, and Matplotlib). Analyzing interest rate duration risk , … more
- PennyMac (Westlake Village, CA)
- …supporting the Portfolio Risk team's market facing activities as relates to interest rate risk management. This includes managing and executing trades ... across a broad range of Fixed Income products, understanding and validating key risk analytics , and contributing to end-to-end processing of internal risk … more
- Citigroup (Irving, TX)
- … risk due to bond and equity issuer default. The scope covers major risk class including FX interest rate , credit, equity, commodity, asset-backed ... As key component of DART Market & Counterparty Credit Risk Analytics (MCRA), Market Risk ...data development is highly advantageous. + Knowledge of or interest in finance, markets, risk management. **Skills**… more
- KeyBank (Brooklyn, OH)
- …the corporate forecast. The role may also support quantitative process related to Interest - Rate Risk (IRR) for Asset-Liability Management (ALM) and Liquidity ... Road - Brooklyn, Ohio 44144-2302 **ABOUT THE JOB** The Lead Quantitative Analytics Associate - Finance is primarily responsible for using advanced mathematical… more
- Charles Schwab (Westlake, TX)
- …Balance Sheet Forecasting and Market Risk , you will lead a team focused on Interest Rate Risk (IRR) measurement & monitoring, through Net Interest ... investment allocation decisions, balance sheet modeling and analytics , market risk management, ALM derivatives, and net interest income forecasting. The… more
- Robert Half (Charlotte, NC)
- …Desiring to learn and a receptiveness to feedback and mentoring + Displaying an interest in risk and compliance processes and objectives + Drive towards ... clients with consulting and managed solutions in finance, technology, operations, data, analytics , digital, legal, HR, governance, risk and internal audit… more
- Capital One (Mclean, VA)
- …validation strategies for statistical, financial, and other quantitative models used in stress testing, interest rate risk , liquidity risk and deposit ... working on the validation of stress testing models, finance forecasting models and Interest Rate and Liquidity Risk Management models. Validations cover… more
- Scotiabank (New York, NY)
- …and responsibilities to ensure US Treasury activities, particularly related to liquidity and interest rate risk management, are in compliance with regulatory ... sheet positions, particularly through liquidity stress test and FR2052a analytics , and challenge the Treasury function's designs and processes....associated with Liquidity Risk and governance. Monitor interest rate risk (IRR) in… more
- Wells Fargo (Charlotte, NC)
- …book value, market value, portfolio mix, product pricing/spreads, multiple currency dynamics, interest rate driven optionality, etc. across stress scenarios and ... **Desired Qualifications:** 8+ years of experience performing in depth analytics , modelling or risk management of one...varying interest rate environments + Deposits, with … more
- Citigroup (Tampa, FL)
- …particularly covering wholesale credit risk , counterparty credit risk , and interest rate risk for banking book. The qualified candidate would ... complex analytical or mathematical concepts quickly **Job Family Group:** Risk Management **Job Family:** Risk Analytics...**Job Family Group:** Risk Management **Job Family:** Risk Analytics , Modeling, and Validation **Time Type:**… more
- Capital One (Mclean, VA)
- …validation team, working on the validation of CECL, CCAR stress testing models and Interest Rate and Liquidity Risk Management models. Validations cover all ... Manager, Quantitative Analysis - Model Risk Office At Capital One data is at...Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics , Mathematics, Computer Science, or a related quantitative field)… more
- BMO Financial Group (San Francisco, CA)
- …experience in Asset Liability Management or Market Risk Management with a focus on Interest Rate Risk + Strong in-depth experience using the QRM Asset ... Supports the research and development of quantitative risk modeling methodologies and related strategies in support of managing structural market risks arising from… more