- Bloomberg (New York, NY)
- …-Engineering, Product Managers, and Model Validation partners -Maintain Liquidity risk methodology thought leadership. The Quant Analytics team sometimes ... liquidity risk . The team has two recent Risk Quant of the Year winners and...conditions and stress scenarios. The group is responsible for model research and development, as well as… more
- JPMorgan Chase (New York, NY)
- The Model Risk Governance and Review Group (MRGR) oversees model risk at the firm, conducts independent model reviews, and provides guidance around a ... governance activities to help identify, measure, and mitigate model risk in the firm. The objective...management processes. You will have day-to-day interaction with quantitative research teams, credit risk functions, and trading… more
- BlackRock (New York, NY)
- …will provide R&D assistance to the team on various aspects of quant research and portfolio management processes. **Knowledge/Experience:** + Masters' degree ... management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual… more
- TEKsystems (Jersey City, NJ)
- …on strategic GRA platforms. Outputs include GRA libraries that perform consumer risk model calculations, analytical tools, processes and documentation. Partner ... with Technology Team to support model execution. * Collaboration with Enterprise Model Risk Management to support model validations, and quickly and… more
- JPMorgan Chase (New York, NY)
- …We develop advanced mathematical models and methodologies, and leverage JP Morgan Athena quant platform for pre/post trade and risk management of FnO/OTC ... Global Clearing team, a part of the global Quantitative Research Group, is dedicated to providing quantitative expertise and...and PnL calculation. + Support the desk by explaining model behavior, identifying major sources of risk … more
- Wells Fargo (Charlotte, NC)
- …experience or mortgage-backed security (MBS) research experience + Experience with model risk management, including regulatory policies (SR 11-7, SR 15-18) + ... updates, regulator presentations, and strategic initiative updates. + Lead critical model governance and operational risk initiatives and activities such… more
- JPMorgan Chase (New York, NY)
- …We develop advanced mathematical models and methodologies, and leverage JP Morgan Athena quant platform for pre/post trade and risk management of FnO/OTC ... Global Clearing team, a part of the global Quantitative Research Group, is dedicated to providing quantitative expertise and...PnL calculation. + Support the desk and provide portfolio risk management solutions by explaining model behavior,… more
- Bank of America (New York, NY)
- …key partners in the Corporate Audit organization, including the Global Markets Audit, Model Risk Audit and Technology Audit teams. Existing members are drawn ... + Has a minimum 5-8+ years of experience in risk management, price verification, quant or trading...and the wider regulatory environment (eg, Sound Practices for Model Risk Management, SR 11-7). **Minimum Education… more
- JPMorgan Chase (New York, NY)
- …Loan Financing and Direct Lending desks. + Strengthen the quality of our risk management capacity. + Explaining model behavior, carrying out scenario analyses, ... We are looking for an experienced quant to join in a role which will...and Direct Lending Business. **Job Summary:** As a Quantitative Research Credit Vice President within the Loan Financing and… more
- Bank of America (Jersey City, NJ)
- …to make a difference. Join us! **Job Description** : Global Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct independent ... and straddles multiple LOBs across the firm. In managing model risk in this space, the candidate...Data and Trend Analysis + Process Performance Measurement + Research + Written Communications **Shift:** 1st shift (United States… more
- Wells Fargo (New York, NY)
- …Investment Portfolio and the Mortgage Servicing business. This includes ongoing monitoring and research related to mortgage model performance and the all end ... Development Center within the Investment Portfolio. The Senior Securities Quant hired into this role will be responsible for...implementation and testing of and research into the group's internal and vendor pricing models.… more
- JPMorgan Chase (New York, NY)
- …and design new quantitative trading strategies. + Code backtests and tie out with quant research partners. + Prepare client pitches and detail rationale for ... with JPMorgan Sales and Trading teams. This will include research and development of new strategies, origination, and marketing...impact of market events. + Conduct robustness check to model specification to control for over fitting. + Survey… more