- Liberty Mutual Insurance (Indianapolis, IN)
- …threat modeling frameworks to perform assessments in the financial services industry. Apply quantitative risk valuation models and tooling to inform and support ... and location. The full salary range for this role reflects the competitive labor market value for all employees in these positions across the national market … more
- Mizuho Corporate Bank (New York, NY)
- trSummary As a Director of Quantitative Market Risk Analytics, the main responsibility will be to oversee and enhance analytics for risk models under ... as a subject matter expert Qualifications + 7-10+ years of experience in quantitative modeling for market risk + Masters Degree in a quantitative field… more
- Talen Energy (Houston, TX)
- Talen's Quantitative Market Risk Management Team operates within the broader Risk Management Organization reporting to the CFO. The Risk group ... responsible for: + Working within the Risk Team across Market Risk , Credit Risk , Quantitative Risk , and Risk Controls to ensure a strong … more
- Lincoln Financial Group (Radnor, PA)
- …guidelines. **Requisition #:** 73308 **The Role at a Glance** An opportunity to join the Quantitative Risk Modeling team within Market Risk Management ... stochastic, analytical, and machine learning models that combine capital market , actuarial, and quantitative finance disciplines to...expected to perform and deliver on assignments to mitigate market risk by identifying and reporting on… more
- Mizuho Corporate Bank (New York, NY)
- Summary As a Director of Quantitative Market Risk Analytics, the primary role will involve overseeing and actively participating in the development of ... as a subject matter expert Qualifications + 7-10+ years of experience in quantitative modeling for market risk + Masters Degree in a quantitative field… more
- Mizuho Corporate Bank (New York, NY)
- Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including value-at- ... as a subject matter expert Qualifications + 3-5+ years of experience in quantitative modeling for market risk + Masters Degree in a quantitative field… more
- PNC (Pittsburgh, PA)
- …Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant Sr. within PNC's Model Risk...discipline with a stochastic calculus background. - Experience in market risk and counterparty risk … more
- JPMorgan Chase (New York, NY)
- …FRTB Standardized Approach (SA) and Internal Model Approach (IMA) capital + Partner with Quantitative Research, Market Risk Technology, Firmwide Market ... to be best-in-class. As a Vice President on the Market Risk Basel Group (MRBG) Analytics team,...Lead/participate in working groups with multiple functional teams (eg Quantitative Research, Technology, Finance and Policy) to develop and… more
- TEKsystems (Chicago, IL)
- …Fundamental Review of the Trading Book. Your main responsibilities will involve: * Developing market risk quantitative library to implement aspects of the ... risk models; design and develop in-house software for quantitative analysis o Work with existing market ...for quantitative analysis o Work with existing market risk models and provide solutions where… more
- PenFed Credit Union (Mclean, VA)
- … quantitative models required. + Minimum of twenty (20) years' experience in quantitative modeling of market risk ; capital markets management; capital ... leadership to the department by maintaining awareness of evolving market trends which could impact efficacy of modeling efforts...planning and stress testing; quantitative risk management; and/or model … more
- PNC (Pittsburgh, PA)
- …the Independent Risk Management team reporting to the Senior Validation Manager for Market Risk and Counterparty Risk Models. This position is primarily ... Mathematics, or a related discipline with a stochastic calculus background. *Experience in market risk and counterparty risk model development and/or… more
- Lincoln Financial Group (Radnor, PA)
- …are excited to bring on a motivated Sr. Quantitative Derivatives Lead to our Market Risk Management (MRM) team. In this role, you will be responsible for the ... credit risk projection system, as well as prototyping and implementing quantitative and analytical tools for risk mitigation, financial planning, and other… more
- MUFG (New York, NY)
- …credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... This role will be part of the MUFG Americas' Market Risk Management and reports to the...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- Morgan Stanley (New York, NY)
- …products; cash and derivative products; statistical analysis; data visualization; working with quantitative market risk metrics including VaR, stress VaR, ... trading strategies with emphasis on quantitative analysis. Conduct statistical analysis for risk measures and market data. Calibrate risk limit on… more
- Bank of America (Atlanta, GA)
- …specific to banking and Treasury: balance sheet management, liquidity, global funding and market risk + Utilize advanced quantitative techniques, such as, ... Quantitative Finance Senior Analyst Atlanta, Georgia;Charlotte, North Carolina...Economics, Statistics, Theory/Valuation or Financial Economics. Responsible for conducting quantitative analytics and modeling projects incorporating quantitative … more
- Citigroup (New York, NY)
- … market or credit risk OR training in finance, mathematics or quantitative fields + Relevant market risk experience across multiples asset classes ... risk professional is required who has experience in market risk or credit risk ...all derivatives and financing products. + Closely work with Quantitative risk and Markets analytics teams, Technology… more
- Huntington National Bank (Columbus, OH)
- …Preferred Qualifications: + Master's degree in a quantitative field + Direct market and/or counterparty risk modeling experience + CFA or FRM designation + ... a timely and accurate basis. + Work closely with capital market risk production team to ensure the model...in risk analytics and/or quantitative modeling… more
- Morgan Stanley (New York, NY)
- …bachelor's degree with a concentration in quantitative subject > 5 years' experience in market risk or a similar risk management role > Understanding of ... asset classes > Perform daily analysis and commentary on market risk exposures, portfolio metrics such as... quantitative subject > 5 years' experience in market risk or a similar risk… more
- USAA (San Antonio, TX)
- …be a part of what makes us so special! **The Opportunity** As a dedicated Quantitative Risk Analyst Lead-Bank, you will conduct and develop quantitative and ... analytic models, assessments and/or applications in support of risk management efforts that assess the market and identify risks and gaps in existing or proposed… more
- Federal Reserve System (San Francisco, CA)
- …work collaboratively to complete the supervisory events. In this role as a **Senior Quantitative Risk Specialist** , you will be responsible, under the guidance ... and presentation settings. **Essential Responsibilities:** + Act as a quantitative risk modeling expert to provide viewpoints...expertise in credit risk modeling, counterparty credit risk management, market risk management,… more
