- 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
- JPMorgan Chase (Newark, DE)
- …TCIO is responsible for calculating, analyzing, and reporting firm-wide RWA for wholesale credit risk and retail risk stripes. The RWA measures feed into corporate ... RWA component of CCAR, Resolution & Recovery, Pillar 3 Disclosure, and Quantitative Impact Studies (QIS) for regulatory agencies. The BM&A Derivatives Team is… more
- Bank of America (Pennington, NJ)
- …(GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central ... Senior Quantitative Finance Analyst Pennington, New Jersey;Jersey City, New Jersey; Chicago, Illinois **To proceed with your application, you must be at least 18… more
- Bank of America (Pennington, NJ)
- …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
- Berkshire Hathaway Energy (Omaha, NE)
- …posting, and will be filled at the appropriate level based on experience. The credit analyst is responsible for obtaining and analyzing detailed financial and ... by utilizing various financial tools to assess, monitor, and measure daily counterparty trading activity. Provides essential credit and market risk reporting… more
- Capital One (New York, NY)
- …a Fortune 200 company and a leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you'll be part of a team that's leading ... Manager, Quantitative Analysis - Model Risk Office At Capital...everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit… more
- Citigroup (New York, NY)
- …candidate will play a vital role in supporting the end-to-end product and counterparty credit risk platform and risk management framework across a diverse ... analysis as well as ad-hoc risk analysis. Ensure robust risk monitoring of counterparty credit risk, including stress models/tools, and risk reporting. + **Data… more
- Citigroup (New York, NY)
- …New York, New York location. Duties: Serve as a strategic business partner in Counterparty Credit Risk Quantitative Development, working closely with the ... Science, or related field and 2 years of experience as a Quantitative Developer, Quantitative Analyst , or related position involving risk and exposure models… more
- Federal Home Loan Bank of Boston (Boston, MA)
- Treasury Analyst Location Boston Apply Now (https://phh.tbe.taleo.net/phh01/ats/careers/v2/applyRequisition?org=FHLBBOSTON&cws=38&rid=451) The Federal Home Loan Bank ... success. As a cooperative, we are owned by more than 420 banks, credit unions, insurance companies, and community development financial institutions that access tens… 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
- BMO Financial Group (New York, NY)
- …+ Conduct quantitative risk analysis (eg, VaR, stress testing, market risk, counterparty credit risk, RWA). + Define and frame analytical problems, collect ... Science, Statistics, Mathematics, Physics, Engineering, Financial Engineering, or related quantitative field. + Strong analytical and problem-solving capabilities. +… more