- 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
- 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
- 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
- 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
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- JPMorgan Chase (New York, NY)
- …Enterprise risk management; Combination of Market Risk and Credit Counterparty risk ; non-linear traded products; Sovereign and Macroeconomic ... Duties: Develop enterprise risk management metrics (eg credit counterparty , market, liquidity, legal entity risks),...counterparty , market, liquidity, legal entity risks), and proprietary risk quantitative models and tools to size… 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
- 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
- JPMorgan Chase (New York, NY)
- …assisting in evaluating market moves that could cause losses to the firm. + **The Credit Risk Team** works in partnership with areas of the Corporate and ... for assessing client credit strength and approving and managing the firm's retained credit risk . This risk can relate to underwriting, lending, and… more
- SMBC (New York, NY)
- …and Skills** + Over 7 years of specialized experience in sell-side derivatives risk management or quantitative modelling role + Master's Degree required (MA ... knowledge of derivatives and their key risks, particularly Interest Rates, FX and Credit products. + Familiarity with relevant risk concepts and related… more
- Bank of America (New York, NY)
- …risks, liaising with other risk functions as necessary, including operational, credit , and counterparty risks. This role requires close interaction with the ... to securitized products + Good understanding of real estate and credit markets + Proven finance or risk background with quantitative skills + Ability to… more
- Morgan Stanley (New York, NY)
- …between the Fund and its prime brokers/trading counterparties - Maintain integrated risk and margin modeling and collateral / counterparty management process ... movements, improving risk utilization and providing for financing optimization by counterparty or prime broker - Daily communication with all segments of hedge… more