- Citigroup (New York, NY)
- …into the codebase. Responsibilities: + Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model ... Counterparty Credit Risk Analytics... Counterparty Credit Risk Analytics is a group...team members. Qualifications: + Demonstrative experience of programming in Python . + Experience in systems analysis and programming of… more
- Citigroup (New York, NY)
- …will involve tasks such as: + Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. ... risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application...and /or other team members. Qualifications: + Expert in Python + Ability to write clean, tested highly efficient… more
- Citigroup (New York, NY)
- …its delivery both to the desktop and to Technology. The role is in the MQA Counterparty Credit Risk team (MQA-CCR). The MQA-CCR team is responsible for ... developing and maintaining the end-to-end set of methodologies needed to calculate counterparty credit risk exposures of OTC and ETD derivatives, from… more
- Santander US (New York, NY)
- VP, Counterparty Credit Risk - Corporate and Investment Banking New York, United States of America USA Job Function Description: Ensures adherence to the ... monitoring of policy, standard implementation, ensuring harmonization and consistency of risk policies. Monitors and manages risk /exposure and compliance with… more
- Citigroup (Jersey City, NJ)
- …in the US Enterprise Risk Technology team which will lead regulatory driven Counterparty Credit Risk 'CCR' and Regulatory Capital initiatives focusing on ... across the Risk and Front Office Technology, Counterparty Risk Management, Finance and Front Office...programs. + Program manage complex and business mandatory Wholesale Credit Risk Technology initiatives tied to regulatory… more
- Citigroup (New York, NY)
- …Duties: Develop metrics to monitor credit and market risks relating to counterparty credit risk exposure. Analyze, design and develop strategic business ... transformational capabilities for counterparty credit risk exposure for...financial service industry. 3 years of experience must include: Credit risk management methodology development; Python… more
- CIBC (New York, NY)
- …Hours** 40 **Skills** Analytical Thinking, Business, Business Units, Capital Markets, Communication, Counterparty Risk , Credit , Credit Risks, Financial ... + Provide accurate and timely measurement of all relevant credit exposure - at a transaction and counterparty...Experience in Prime Brokerage Risk Management, Market Risk , or Counterparty Risk +… more
- Bank of America (New York, NY)
- …Data, Market Data and adoption of Firm wide strategic projects across the Market Risk and Counterparty Risk domains. Provide coherent, sustainable solutions ... to support Market Risk and Counterparty Risk , through...financial products including Equity, Commodity, FX, interest rate and credit products is required + Experience in quantitative computer… more
- Citigroup (New York, NY)
- …Management (WCM), serving as a critical component of our First Line of Defense for Counterparty Credit Risk (CCR) management, and working with our Business ... to meet our needs. **Key responsibilities:** + Support monitoring and management of Counterparty Credit Risk including the development and automation of… more
- Citigroup (New York, NY)
- …the desk, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. Work closely with the trading desk and ... Citibank, NA seeks a Market Risk Officer for its New York, NY location....risks taken by the XVA (X Valuation Adjustments like Credit Valuation adjustment, Funding Valuation Adjustments etc) desk. Assess… more
- Citigroup (New York, NY)
- …its New York, NY location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate stochastic market factor evolution ... of experience must include: Modeling sources and mitigants of Counterparty Credit Risk ; Working with...simulation models and to evaluate their out-of-sample performance; Using Python and C++ to write efficient and clean production-grade… more
- US Bank (New York, NY)
- …quantitative models used for derivatives pricing, market risk management, and counterparty credit risk management, ensuring that these models meet ... models used for market risk management, pricing, counterparty credit risk management, and...equations. + Advanced knowledge of programming languages such as Python , R, C#/C++, or similar tools used for model… more
- Wells Fargo (New York, NY)
- …Quantitative Strategies a Vice President needed to help drive our objectives in counterparty risk modeling. The candidate will implement the XVA, Structured ... office and risk as it relates to counterparty risk models, eg FRTB standard approach...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more
- Bank of America (New York, NY)
- …of business, including Technology, support partners (in particular Market Risk and Counterparty Credit Risk ) and Enterprise functions at all levels. The ... Good communication, interpersonal, and organizational skills. + Proficiency in Python (Pandas, NumPy) for data processing and automation. +...other functions interacting with GM, such as Operations, Market Risk , Counterparty Credit Risk… more
- SMBC (New York, NY)
- …a good understanding of the request, the impact of the proposed consent on the credit risk of the borrower/transaction, any mitigants to the increased risk ... **Role Objectives: Delivery Cont.** Responsible for mitigating loss by counterparty credit analysis related to a range...government clients. Responsible for creating strategy that will minimize credit risk in line with the firm's… more
- MetLife (Whippany, NJ)
- …product teams to solution and support various risk applications related to Market, Credit and Counterparty risk . In addition, this role interacts with ... a team with an array of technologies like .NET, Python , Angular, C#, React, Azure, and so much more,...and so much more, while learning and working on Risk and Analytics for Metlife Investments. MetLife Investments is… more
- Scotiabank (New York, NY)
- …the world. Global Banking & Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and ... Liquidity Buffer Impacts + Daily Cash Flow and EWIs Monitoring + Top Counterparty Reporting + FBO Tailoring Metrics **What You'll Do:** + Ensure report compliance… more
- Citigroup (Jersey City, NJ)
- …Markets manages risk arising from trading, including both market and counterparty credit risks. We are responsible for calculating margin requirements for ... various financial products using models like VaR, SIMM and Credit Stress. We support traders, salespeople, risk ...NoSQL databases like MongoDB is preferred + Experience with Python is preferred + Great exposure to microservices architecture.… more
- Citigroup (New York, NY)
- …Description:** Initial margin is an effective risk management tool to reduce counterparty risk and it is enforced by financial regulators globally in today's ... transactions in all asset classes, in particular in interest rates, credit , emerging markets, FX, equities, mortgage, and commodities. Furthermore, initial margin… more
- MUFG (Jersey City, NJ)
- …formats + Prefer basic understanding of Market Data, P&L Reporting, P&L Attribution and Counterparty Credit Risk principles + Prefer prior experience working ... data and analysis and apply your experience, judgment, and risk mindset across your responsibilities. **Job Duties** + Support...programming experience in a modern language such as C#, Python + 5+ years of experience with web technologies:… more