- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... valuation metrics used to determine relative value, and develop risk analytics used to quantify market ...MBS markets. We also develop the home price and interest rate models that help power our… more
- Capital One (Mclean, VA)
- …is seeking a motivated professional for a Senior Manager role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent ... Sr. Manager, Interest Rate Risk Management (Hybrid) Capital One's Balance Sheet Management group… more
- Capital One (Mclean, VA)
- …is seeking a motivated professional for a Senior Analyst role on the Interest Rate Risk Management (IRR) Analytics team. The role provides an excellent ... learn about the bank's balance sheet, measure and manage interest rate risk , project net...measuring the fair value of financial instruments, and communicating analytics to senior management + Assist in various planned… more
- JPMorgan Chase (Columbus, OH)
- …SQL queries / Python scripts that support interest rate risk , forecasting and other treasury analytics on state-of-the-art platforms including Databricks ... the Consumer & Community Banking finance organization? Join our Core Treasury Analytics team and create our newest segmentation empowering a client driven approach… more
- Citizens (Johnston, RI)
- …The ALM Team is responsible for producing monthly interest rate risk and quarterly capital stress testing analytics , and providing senior management, as ... the banks risk position to a range of economic and interest rate risk scenarios. These analytics support the bank's hedging of interest rate… more
- PNC (Washington, DC)
- …This position is primarily based in a PNC location. This role provides second-line oversight of Interest Rate Risk in the Banking Book, focusing on NII and ... Analytics and Model Consultant Senior within PNC's Market Risk Oversight organization, you will be based in Pittsburgh,...limits. . Quantify and analyze risks including deposit modeling, rate models, OAS, and mortgage portfolios. . Partner with… more
- PNC (Pittsburgh, PA)
- …important models including Value at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, ... have an opportunity to contribute to the company's success. As a Quantitative Analytics and Modeling Consultant Senior Validator within PNC's Model Risk … more
- Scotiabank (New York, NY)
- …for pricing, stress testing, and scenario analysis + Monitor exposure to credit, prepayment, interest - rate , and structural risk factors in whole loan and ... **Overview:** Lead the development, governance, and production of models, analytics , and risk metrics for Scotiabank's Whole...for this role. We thank all applicants for their interest in a career at Scotiabank; however, only those… more
- JPMorgan Chase (Columbus, OH)
- Join the Treasury Analytics team and drive Consumer & Community Banking's interest rate risk framework! You will be responsible for analyzing, improving, ... and managing interest rate risk and transfer...and managing interest rate risk and transfer pricing across all... Analytics :** Applying foundational fixed income concepts to interest rate risk and transfer… more
- Wells Fargo (Charlotte, NC)
- …responsible for managing Wells Fargo's balance sheet including capital, liquidity, funding, and interest rate risk management. Treasury seeks to ensure Wells ... Wells Fargo is seeking a Senior Lead, ALM Executive Analytics to lead a strategic portfolio of high-impact initiatives,...performance management, and strategic planning. The Balance Sheet and Interest Rate Risk Management (BSIRRM)… more
- PNC (New York, NY)
- …Responsibilities cover some of PNC's most important models, including interest rate models, derivative pricing models, Value at Risk (VaR), and counterparty ... to contribute to the company's success. As a Quantitative Analytics and Model Group Manager within PNC's Model ...Analytics and Model Group Manager within PNC's Model Risk Management organization, you will be based in Pittsburgh,… more
- Santander US (Boston, MA)
- …of data used in one or more of the following processes: Asset-Liability Management, Interest Rate Risk , Liquidity Risk , Cash Management, Investment ... Treasury Data and Analytics Associate Country: United States of America **Your...treasury management systems. + Experience using AxiomSL and Quantitative Risk Management (QRM) tools. - Preferred. + Experience of… more
- JPMorgan Chase (Columbus, OH)
- …our fortress balance sheet, developing expertise in core finance and banking skills including, interest rate risk , capital, liquidity and transfer pricing as ... Consumer & Community Banking finance organization? Join our Treasury Analytics team and help drive peer analytics ...Treasury Analytics team and help drive peer analytics and financial analysis framing our perspectives to senior… more
- Marex (New York, NY)
- …liquidity management, cash flow forecasting, liquidity stress testing, and foreign exchange and interest rate risk management. Responsibilities: + Work with ... visit www.marex.com (http://www.marex.com/) Purpose of Role: Marex is seeking a Treasury Analytics & Liquidity Manager. This is a newly defined role as part… more
- PNC (Pittsburgh, PA)
- …are seeking a motivated professional to join our Balance Sheet Management team with focus on Interest Rate Risk and Liquidity Risk in banking. The ideal ... opportunity to contribute to the company's success. As a Senior Business Analytics Consultant within PNC's Balance Sheet Management organization, you will be based… more
- Wayne State University (Detroit, MI)
- …Professor, Tenure Track, Dept. of Technology, Information Systems and Analytics Wayne State University is searching for an experiencedAssistant/Associate Professor, ... (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
- Huntington National Bank (Detroit, MI)
- … rate scenarios to identify potential risks and recommend actions to mitigate the interest rate risk (IRR). From our position we track every line of ... recruiting for a Senior Modeling Analyst to our Treasury Analytics and Modeling group (BSM-TAM) who will bring statistical...deposit balance retention, along with term structure model of interest rates and mortgage rate forecast. +… more
- Charles Schwab (Lone Tree, CO)
- …on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through the ... decisions, balance sheet modeling and analytics , market risk management, ALM derivatives, and net interest ...vendor models and developing in-house quantitative models to support interest rate risk management within… more
- M&T Bank (Buffalo, NY)
- …members and play a lead role in conducting effective challenge of Treasury activities relating to interest rate risk , market risk or liquidity risk , ... regulations and may manage more junior members of the Risk Analytics team. **Primary Responsibilities:** + Interact...conduct effective challenge of Treasury risk pillars ( interest rate risk /liquidity risk… more
- PNC (Charlotte, NC)
- … risk across the Capital Markets business, with a strong focus on Interest Rate Derivatives, FX, Commodities, Structured Products, and advanced risk ... Product Knowledge: Good understanding of at least one of following market: Interest Rate Derivatives, FX, Commodities, Structured Products, and associated … more