- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- PNC (Raleigh, NC)
- …expert oversight, of some of PNC's most important models, including interest rate models, securities risk analytics models, derivative pricing models, ... have an opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Expert within PNC's Model Risk Management organization, you can… more
- PNC (Pittsburgh, PA)
- …expert oversight, of some of PNC's most important models, including interest rate models, securities risk analytics models, derivative pricing models, ... an opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Consultant Sr. within PNC's Model Risk Management organization, you… more
- JPMorgan Chase (New York, NY)
- … team within the Treasury/Chief Investment Office, you will be focusing on Interest Rate Risk (IRR) analytics and strategy. You will be involved in both ... and strategic initiatives around balance sheet analysis. This includes measuring the firm's interest rate risk , understanding balance sheet composition and… more
- Citigroup (New York, NY)
- …or businesses with guidance from manager. **Responsibilities:** + Contributes to banking book interest rate risk analytics , reporting and management. ... Job Description **Team:** The individual will work in Interest Rate Risk (IRR)...IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics , data) + Part of… more
- Toyota (Plano, TX)
- …of this role is to provide critical thought-leadership using data and analytics on Interest Rate Risk (IRR), Liquidity Risk , Funds Transfer Pricing ... and understand complex processes. Reporting to the Manager, Treasury Risk & Analytics the person in this...economic impact and build ALM strategies. * Develop sophisticated interest rate and liquidity risk … more
- Robert Half Accountemps (Memphis, TN)
- …for monthly and quarterly ALCO reports. + Enter data in NxtSoft interest rate risk model. + Develop analytics resources and support information culture. ... liquidity levels and contributes to the monitoring of funding and liquidity risk . This position prepares, analyzes, and disseminates financial reports for effective… more
- Bank of America (Jersey City, NJ)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... Enterprise Financial Risk Analytics Sr. Specialist Charlotte, North...processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk… more
- Citigroup (Getzville, NY)
- …areas of focus: (1) ALM Policy & Execution (2) Interest Rate Risk Management and (3) ALM Analytics . The ALM Policy & Execution unit establishes and ... Treasury are minimal through an effective allocation process. The Interest Rate Risk Management function... in the accrual businesses for Citigroup. The ALM Analytics function calculates, analyzes, and forecasts NIM and identifies… more
- PenFed Credit Union (Mclean, VA)
- … risk system for benchmarking and challenger models so enhancement of interest - rate modelling and prepayment analytics will be essential. Responsibilities ... family. PenFed is hiring a (Hybrid) Analyst II, Market Risk Quantitative Analytics at our Tysons, Virginia...+ Participate in building machine-learning analysis techniques to augment risk hedging decisions as well as improve interest… more
- Charles Schwab (Westlake, TX)
- …types including: Capital Stress Testing (CST), Fraud, Anti-Money Laundering (AML), Machine Learning, Credit risk , Interest Rate risk , Margin risk , ... The Corporate Internal Audit team is seeking a Senior Specialist, Internal Audit, Risk Analytics /Modeling. The Corporate team is responsible for execution of… more
- Bank of America (Charlotte, NC)
- …related to balance sheet, net interest income, cash flows, or risk analytics + Finance/Accounting knowledge - experience in balance sheet management, ... income and/or monitoring and reporting on the firms interest rate sensitivity. Leverage and oversee Senior...Modeling + Adaptability + Regulatory Compliance + Reporting + Risk Analytics + Scenario Planning and Analysis… more
- PNC (Pittsburgh, PA)
- …Asset-Liability Management, Balance Sheet Analytics , and Finance and Accounting. * Perform interest rate risk scenario analysis, for both valuation and ... to contribute to the company's success. As a Business Analytics Consultant within PNC's Balance Sheet Management organization, you...earnings, to determine how PNC profitability is impacted by interest rate levels. * Execute valuation analysis… more
- Bank of America (Charlotte, NC)
- …strategic decisions. These partnerships focus on the following: (1) balance sheet composition and interest rate risk strategy, (2) strategic planning for the ... Modeling + Reporting + Adaptability + Attention to Detail + Regulatory Compliance + Risk Analytics + Scenario Planning and Analysis + Benchmarking + Business… more
- JPMorgan Chase (Brooklyn, NY)
- …for deployment of the (CIB) balance sheet. The primary responsibility of the team is interest rate risk policy and strategy, liquidity stress testing for the ... broad array of initiatives for the (CIB) Treasury Banking Analytics Group. You should be skilled at performing complex...capital markets and economics. Working knowledge of financial analysis, interest rate risk , liquidity … more
- Charles Schwab (Lone Tree, CO)
- …and mitigate risk while driving innovation and business growth. The mandate encompasses liquidity risk , interest rate risk , capital risk and ... strategy. We are seeking a Manager - Strategy & Analytics to join the group reporting to the Head...risk management capabilities. + Knowledge of Capital, Liquidity, Interest Rate and Regulatory Risk … more
- US Bank (Chicago, IL)
- …Trading Desk or relevant experience in the areas of Market Data and Risk Analytics , Valuation, Quantitative Modeling and Regulative Reporting. Any knowledge in ... and risk . - Create market data and risk analytics , Profit and Loss calculation, and...updated with industry trends and regulatory changes related to interest rate derivatives. - Collaborate with stakeholders… more
- BMO Financial Group (New York, NY)
- …as Model Validation and Market Risk Modelling + Broad knowledge of interest rate models across linear and structured products + Software development ... around the world. #bmocapitalmarkets The MFL (Mathematical Finance Library) Interest Rate Quant is responsible for the...mathematical and computational methods for pricing deals and managing risk , and integrating models into our analytics … more
- Wayne State University (Detroit, MI)
- Assistant Professor, Tenure Track, Department of Technology, Information Systems and Analytics We are searching for an experiencedAssistant Professor, Tenure Track, ... (Job Duties): The Department of Technology, Information Systems and Analytics (TISA), at The Mike Ilitch School of Business,...in top tier journals, teach courses in areas of interest at the undergraduate, graduate, or doctoral level, participate… more
- Citigroup (New York, NY)
- … of the balance sheet. This includes + Participates in managing liquidity and interest rate risk , the capital/legal entity structure and capital planning ... key member of the markets business Treasury responsible for a variety of analytics / monitoring across a variety of Markets products including derivatives and… more