- Bloomberg (New York, NY)
- … of derivative products across all major asset classes, including market data; counterparty credit risk , XVA, initial margin; value-at- risk and other market ... risk metrics; climate risk ; credit ...liquidity risk . The team has two recent Risk Quant of the Year winners and...open position in New York for an experienced Liquidity Risk Quantitative Analyst to support our growing… more
- Citigroup (Tampa, FL)
- …for analytical and quantitative models. + Knowledgeable in modeling framework for credit risk , default correlation, and counterparty default dynamics or other ... Risk Capital is a firm-wide metric to access...Python or C++. + 2+ years of experience of quant model development in financial industry or developing software… more
- Bank of America (Jersey City, NJ)
- …Description** : Global Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct independent review and testing of complex models used ... Sr Quantitative Finance Analyst Charlotte, North Carolina;Jersey City, New Jersey; New...a unique opportunity to review a wide array of credit risk models used for stress testing… more
- Citigroup (New York, NY)
- …and governance process within the business **Qualifications:** + 3-5 year of Market risk / trading analyst experience in Mortgage Backed/Asset Backed products, ... is a trading and financing business across all corporate credit , mortgage, and other securitized product asset classes. SP...and securitization structure, to be able to work with quant and risk teams on various issues/projects… more