- Bank of America (Jersey City, NJ)
- Counterparty Credit Risk Specialist Jersey City, New Jersey;Charlotte, North Carolina; Chicago, Illinois **Job Description:** At Bank of America, we are ... Join us! **Job Description:** The Financial Market Utility (FMU) Risk Team is committed to responsibly managing the governance...Team is committed to responsibly managing the governance and risk oversight for all Bank of America's FMU memberships… more
- SMBC (New York, NY)
- …offers a competitive portfolio of benefits to its employees. **Role Description** The Market Risk Analytics Specialist reports to the Head of the Market Risk ... knowledge of derivatives and their key risks, particularly Interest Rates, FX and Credit products. + Familiarity with relevant risk concepts and related… more
- SMBC (New York, NY)
- …finance, compliance, legal and IT. Work cooperatively with industry specialists, country risk managers, credit review / analysis staff and relationship managers ... Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices… more
- Neuberger Berman (New York, NY)
- Neuberger Berman is looking for a VP - Valuation Specialist for the NB Alternatives platform. This role represents an opportunity to be a joining member in the build ... on new valuation models + Coordinate with finance, IT, risk and other supporting teams about pricing, valuation, P&L...inputs to the valuation models (yield curve, volatility surfaces, credit curves) and ensure the valuation process is in… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred +...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… more
- Wells Fargo (New York, NY)
- …Quantitative Strategies Associate/ Specialist needed to help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA ... 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