- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- PNC (New York, NY)
- …an accomplished Senior Validation Manager to lead our Market Risk Model and Counterparty Credit Risk Model Validation team at PNC. This pivotal role ... opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Group Manager Senior you...rate risk and liquidity, as well as counterparty credit risk measurement models,… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- Santander US (New York, NY)
- Director/Vice-President, Counterparty Credit Risk New York, United States of America Santander US Capital Markets is looking for an experienced risk ... to join its Counterparty Credit Risk Team. This position provides independent Credit ...for evaluating quantitative and qualitative analysis of counterparty risk + Participate in due diligence… more
- Citigroup (New York, NY)
- **Job Purpose:** Define and implement the strategy and governance framework for Counterparty Credit Risk (CCR) across Citi. CCR Governance includes the 2LOD ... of bringing consistent thought process and actions to the CCR exposures. **Job Background/Context:** Counterparty Credit risk is one of the largest and most… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- Citigroup (New York, NY)
- …(ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk management and works with Independent Risk ... training in finance, mathematics, risk management or quantitative fields + Relevant credit experience covering...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- Bloomberg (New York, NY)
- …see:** + Experience with private and public credit , working knowledge of quantitative credit risk modeling for corporates/sovereigns, portfolio credit ... pricing library, company fundamentals and market data, MARS enables front office, market/ credit / counterparty risk and collateral professionals to analyze… more
- Morgan Stanley (New York, NY)
- …Background on the Position The position will reside within FRM's Wealth Management Credit Risk division responsible for the underwriting & portfolio management ... markets products and risks, as well as experience in retail and high-net worth counterparty credit underwriting. The position is based in New York. Primary… more
- Bank of America (New York, NY)
- …The candidate will also be a key participant in regulatory exams related to counterparty credit risk stress testing. Primary Responsibilities Include: + ... Quantitative Finance Manager Charlotte, North Carolina;New York, New...the portfolio. This work will require extensive engagement across risk , technology, model developer and model validator functions within… more
- Deloitte (New York, NY)
- … products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, ... Required Qualifications: + Degree in economics, finance, or other quantitative fields (eg, mathematics, statistics, etc.) + 10+ years...Basel rules in large financial institutions + Experience with risk management (eg, credit risk ,… more
- JPMorgan Chase (Brooklyn, NY)
- …regulatory capital frameworks: Market Risk , Counterparty Credit Risk , CVA + Experience in quantitative modeling or model review/validation in one ... Conduct strong analytical and problem-solving abilities, and experience in quantitative modeling or model review in one or more...Credit Risk , Retail Credit Risk , Counterparty Credit Risk… more
- Citizens (Iselin, NJ)
- …noted, improve business and risk processes, amend counterparty and macro risk appetite, and enhance policies, standards, and credit risk reporting. + ... responsible for the independent evaluation of Commercial Banking borrower-level loan transactions, credit portfolios, and credit risk management practices.… more
- JPMorgan Chase (New York, NY)
- …Risk Managers, Finance, Wholesale and Firmwide Policy, Wholesale Credit Stress Testing, Counterparty Credit Risk and Legal Entity Risk Reporting ... Knowledge of credit products and exposures + Qualitative and quantitative knowledge of credit risk management (policy and technical) + Experience working… more
- Citigroup (New York, NY)
- …communication with stakeholders and senior management is vital. + Thorough knowledge of market risk , counterparty credit risk . + Experience in model ... risk profile. The process also involves an understanding of XVA and of counterparty risk and designing scenarios that holistically stress the firm's risk … more
- Mizuho Corporate Bank (New York, NY)
- …Degree in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred + Experience with pricing and ... Summary Quantitative market risk analytics specialist responsible...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… more
- SMBC (White Plains, NY)
- …+ Experience in derivative pricing (particularly interest rate and FX products), interest rate, counterparty credit risk , market risk , liquidity risk ... 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
- Bank of America (New York, NY)
- …the US Macro business. Candidates should have a quantitative background; prior risk management experience or CVA/ credit risk experience is helpful. Key ... the desk, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. Core Skills: There is no unique background… more