- 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
- 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
- Federal Reserve Bank (San Francisco, CA)
- …companies. In particular, the Team has developed an expertise in counterparty credit risk and contributes both quantitative and qualitative supervisory ... future supervisory activity. The team consists of both counterparty credit risk experts and quantitative specialists who work collaboratively to complete… more
- PNC (Tysons Corner, VA)
- …If you are a seasoned quantitative professional with expertise in market and counterparty credit risk models, we invite you to apply for this ... develop and maintain our Market Risk and Counterparty Credit Risk Models. The...Risks, Data Analytics, Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank … more
- Citigroup (New York, NY)
- …wholesale credit management platform. This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... management or quantitative fields + 6+ years credit risk experience at a major financial...of portfolio risk and its impacts on counterparty credit risk , across multiples… 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
- JPMorgan Chase (Newark, DE)
- …services, wealth management and corporate banking. As a Basel Measurement Analytics (BM&A) Counterparty Credit Risk - Analyst within JPMorgan Chase & ... of calculating and reporting monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results. Your role will also involve analyzing… more
- Citigroup (New York, NY)
- Individual will work as part of Counterparty Credit Risk (CCR) team under the global Institutional Credit Management (ICM) group and be responsible for ... of Citi's First Line of defense for wholesale and counterparty credit risk management and...+ Experience with managing market or credit risk OR training in finance, mathematics or quantitative… more
- Bank of America (Charlotte, NC)
- …datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... counterparty credit risk across the firm at both...counterparty credit risk across the firm at both TOH and legal...or equivalent work experience **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + … more
- PNC (Pittsburgh, PA)
- …models measuring interest rate risk and liquidity, securities valuation models, and counterparty credit risk measurement models, such as Potential Future ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant Sr. within PNC's Model Risk...- Knowledge of regulatory requirements related to market and counterparty credit risk models, including… more
- Bank of America (Charlotte, NC)
- …include the ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... counterparty credit risk across the firm at both...counterparty credit risk across the firm at both TOH and legal...products is a plus **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + … more
- Bank of America (Jersey City, NJ)
- …and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge ... market risk infrastructure, data flows and market risk and counterparty risk models,...models. The candidate will liaise with Line of Business Risk Managers to provide quantitative risk… more
- Bank of America (New York, NY)
- …of front office Credit /Funding Value Adjustment (XVA) models, margin models, and counterparty credit risk (CCR) models including counterparty ... for a quantitative finance analyst in the Counterparty Model Risk Management team. The group...and risk models including interest rates and credit risk modelling. * Exceptional knowledge of… more
- Bank of America (Charlotte, NC)
- …include the ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... Quantitative Finance Manager Jersey City, New Jersey;Charlotte, North Carolina...counterparty credit risk across the firm at both TOH and legal entity… more
- US Bank (Irving, TX)
- …and have strong relationships and collaboration skills. US Bank's Credit Risk Administration (CRA) team is seeking a quantitative model development manager ... Testing:** Coordinate and oversee the CECL and stress testing process within credit risk management including model development, production model runs,… more
- JPMorgan Chase (New York, NY)
- …CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data ... and finance functions to measure and monitor various trends related to wholesale credit risk . Quantitative Balance Sheet Strategy (QBSS) QBSS is a firm-wide… more
- M&T Bank (Boston, MA)
- …+ Maintain an in-depth understanding of key regulatory requirements for counterparty risk , wrong-way risk , bank-wide credit risk , stress testing ... Manager will have a specific focus on either: counterparty risk , market risk , liquidity...regulatory compliance. + Develop and maintain tools to enhance counterparty credit assessment activities and account for… more
- Wells Fargo (Charlotte, NC)
- …Development * Risk Modeling Group - Decision Model Development * Market and Counterparty Risk Analytics * Mortgage Model Development Center * Model Risk ... customers and company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational, Regulatory Compliance),… more
- Wells Fargo (Charlotte, NC)
- …Finance. **Placement group includes:** + Traded Products Model Development + Market and Counterparty Risk Analytics + Mortgage Model Development Center + Model ... role:** Wells Fargo is seeking talent to join the Quantitative Analytics Program. Learn more about the career areas...company. They are accountable for execution of all applicable risk programs ( Credit , Market, Financial Crimes, Operational,… more
- PenFed Credit Union (Mclean, VA)
- …Consumer Retail Credit Risk , Mortgage Credit Policy, and Commercial & Counterparty Credit Risk . This includes but is not limited to managing data ... of the PenFed family. PenFed is hiring a (Hybrid) Credit Risk Data Manager at our Tysons,...and experience is considered. + Bachelor's Degree in a quantitative subject such as Engineering, Logistics, Manufacturing, Econometrics, Mathematics,… more