• Market Risk & Counterparty

    PNC (Raleigh, NC)
    …opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Expert within PNC's Model Risk Management organization, you can be ... analytics models, derivative pricing models, Value at Risk (VaR) models, and counterparty credit ... Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank … more
    PNC (10/10/24)
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  • Institutional Credit Management…

    Citigroup (New York, NY)
    risk (CCR) for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios ... Individual will work as part of Counterparty Credit Risk team under the...all derivatives and financing products + Closely work with Quantitative risk and Markets analytics more
    Citigroup (11/29/24)
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  • Counterparty Credit Risk Associate

    SMBC (New York, NY)
    Risk exposures. Address data integrity problems that impact the accuracy of the risk analytics or Counterparty Credit Risk profile. **Qualifications ... quantitative background to serve as an associate within counterparty credit risk exposure analysis and ...department is organized into four functional groups - Credit Risk Group, Market Risk and Analytics more
    SMBC (10/24/24)
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  • Senior Quantitative Analytics

    Wells Fargo (Charlotte, NC)
    …monitoring and risk mitigation. **Required Qualifications** + 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a ... model development, research, or validation in the areas of financial derivatives, market risk , or counterparty credit risk at financial institutions,… more
    Wells Fargo (11/21/24)
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  • Senior Quantitative Finance Analyst - Prime…

    Bank of America (Jersey City, NJ)
    …America has an opportunity for a Senior Quantitative Finance Analyst within our Global Risk Analytics (GRA) function. Global Risk Analytics (GRA) and ... Senior Quantitative Finance Analyst within Global Markets Risk Analytics , your primary focus will be...team: * Process Automation: improving efficiency and reducing operational risk * Margin and counterparty risk more
    Bank of America (11/02/24)
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  • Quantitative Analytics Summer…

    JPMorgan Chase (New York, NY)
    **2025 Quantitative Analytics Associate Program - Summer...and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk ... **Job Summary** As a Summer Associate in the 2025 Quantitative Analytics Associate Program, you will embark...measure and monitor various trends related to wholesale credit risk . Quantitative Balance Sheet Strategy (QBSS) QBSS… more
    JPMorgan Chase (10/16/24)
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  • Sr. Quantitative Analytics /Modeling…

    PNC (Tysons Corner, VA)
    …to contribute to the company's success. As a Sr. Quantitative Analytics /Modeling Consultant within PNC's Model Risk Management organization, you will can ... Risks, Data Analytics , Financial Analysis, Model Development, Operational Risks, Quantitative Models, Risk Appetite **Competencies** Bank Quantitative more
    PNC (11/17/24)
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  • Quantitative Finance Analyst

    Bank of America (Jersey City, NJ)
    …degree in related field or equivalent work experience **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + Risk Modeling ... analysis on large datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM)… more
    Bank of America (10/04/24)
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  • AVP, Quantitative Market Risk

    Citigroup (Irving, TX)
    …Market Risk IMA Analytics ** As key component of DART Market & Counterparty Credit Risk Analytics (MCRA), Market Risk teams are responsible ... Exposure Specification - a document that is maintained by Market Risk Analytics . **Responsibilities** + With oversight/guidance from senior staff, research,… more
    Citigroup (09/25/24)
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  • Counter Party Credit Risk , Business…

    Citigroup (Tampa, FL)
    …new, innovative solutions. + Build tools to help measure, monitor and control counterparty risk for institutional clients. + Portfolios and businesses, with a ... of Citi's first line of defense for wholesale and counterparty credit risk management and works with...is responsible for building tools to: + Provide in-depth quantitative or qualitative analysis to solve business problems and… more
    Citigroup (10/30/24)
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  • Market Risk Analytics - Associate…

    Mizuho Corporate Bank (New York, NY)
    Summary Quantitative market risk analytics specialist responsible for developing methodologies and managing analytics for risk models including ... , stress, and capital models. You will join the Risk Analytics group that partakes in model...a quantitative field preferred + Understanding of Value-at- Risk and counterparty exposure models preferred +… more
    Mizuho Corporate Bank (11/30/24)
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  • XVA / CVA Trade Quantitative Model…

    Wells Fargo (New York, NY)
    Quantitative Strategies a Vice President needed to help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA ... office and risk as it relates to counterparty risk models, eg FRTB standard approach...calculation framework. **Required Qualifications:** + 5+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through… more
    Wells Fargo (11/22/24)
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  • Enterprise Risk Analytics - Senior…

    Citigroup (Tampa, FL)
    …in mathematics, statistics, quant finance, physics or computer science. **Job Family Group:** Risk Management **Job Family:** Risk Analytics , Modeling, and ... of work within the team/project. **Responsibilities:** + Develops, enhances, and implements counterparty credit risk (CCR) models + Develop models and oversee… more
    Citigroup (09/06/24)
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  • Risk Management - Asset Management…

    JPMorgan Chase (New York, NY)
    …oriented professionals responsible for developing and maintaining market, investment, liquidity and counterparty risk frameworks, analytics and reporting for ... status quo and striving to be best-in-class. Asset Management Risk is a team of experienced quantitative ...role will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and… more
    JPMorgan Chase (11/17/24)
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  • Risk Management - Quant Modelling…

    JPMorgan Chase (New York, NY)
    …you will be a member of the MRGR team in New York City covering counterparty credit risk models where you will have exposure to multiple assets classes, ... and the firm's counterparty credit risk management and collateral ...finance, econometrics, numerical methods, and stochastic calculus. + Relevant quantitative experience at a similar bank/asset management analytics more
    JPMorgan Chase (11/27/24)
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  • Quant Analyst - Liquidity Risk

    Bloomberg (New York, NY)
    …and Python libraries. . Within the Quantitative Analytics team, the Quantitative Risk Analytics group ("QRA") is responsible for all credit, climate, ... products across all major asset classes, including market data; counterparty credit risk , XVA, initial margin; value-at-...our Model Validation, Engineering, and Product Manager partners. The Quantitative Risk Analytics group has… more
    Bloomberg (11/04/24)
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  • Analytics Lead Java/C++ - Rutherford…

    Citigroup (New York, NY)
    …model requirements and address regulatory requests. + Collaborate with internal stakeholders including Quantitative Analytics , Risk Analytics & Model ... knowledge of object oriented technologies required for critical effort to build an analytics platform for counterparty credit risk exposure calculations. The… more
    Citigroup (10/22/24)
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  • VP, Capital & Data Risk ( Risk

    Morgan Stanley (New York, NY)
    …> Foster productive relationships with stakeholders in the Business Units, Treasury, Finance, Risk Analytics and Credit > Perform, and participate in, regulatory ... considerations are material. Responsibilities > Identify and perform analysis of counterparty credit risk for derivatives, cleared transactions, repurchase… more
    Morgan Stanley (10/30/24)
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  • Advisory Financial Services Risk , Data…

    Deloitte (Jersey City, NJ)
    …capital markets organization or broker-dealer, including execution and oversight processes, risk assessment, reporting, controls, testing, and data analytics + ... products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, margining,… more
    Deloitte (09/15/24)
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  • Specialty Analytics , Intermediate Analyst…

    Citigroup (Getzville, NY)
    …across "ICM" Wholesale Credit Risk (WCR) universe with a specific focus on counterparty credit risk . A key focus is on Data Quality including ensuring ... referred to as Data Scientists + Specialization in marketing, risk , digital and AML fields possible + Appropriately assess...and problem solving skills + Working experience in a quantitative field + Willing to learn and can-do attitude… more
    Citigroup (09/04/24)
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