- PNC (Pittsburgh, PA)
- …Value at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, such as Potential Future Exposure ... Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty...- Knowledge of regulatory requirements related to market and counterparty credit risk models, including derivative pricing… more
- Xcel Energy (Denver, CO)
- …is posted as a hierarchy at the Credit Risk Reporting Analyst or Senior Credit Risk Reporting Analyst level. Successful candidate(s) will be hired at the ... to Compliance. Cure exceedances and minimize impact on trading. + Conduct counterparty credit risk analysis using industry standards and proprietary models.… more
- Mizuho Corporate Bank (New York, NY)
- …mentor junior developers. Financial services experience required, ideally in Market Risk, Counterparty Credit Risk, or Liquidity Risk. Key Responsibilities: + ... Join Mizuho as a Senior Software Engineer - Java/ Python /SQL! In this role, you will build data-intensive services and Spark pipelines on Kubernetes and… more
- Navy Federal Credit Union (Vienna, VA)
- …credit risk strategies. + Conduct routine research and analysis on wholesale credit and counterparty risk, including evaluating the viability of debt issuers, ... risks and key financial insights. + Present findings to senior analysts and support executive-level communications on credit...analytic tools such as: Excel, SQL, Tableau, PowerBI, SAS, Python , R, or other data manipulation tools + Good… more
- Citigroup (New York, NY)
- …candidate will play a vital role in supporting the end-to-end product and counterparty credit risk platform and risk management framework across a diverse ... analysis as well as ad-hoc risk analysis. Ensure robust risk monitoring of counterparty credit risk, including stress models/tools, and risk reporting. + **Data… more
- PNC (New York, NY)
- …interest rate models, derivative pricing models, Value at Risk (VaR), and counterparty credit risk measurement models, such as Potential Future Exposure ... Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty...- Knowledge of regulatory requirements related to market and counterparty credit risk models, including PFE, CVA,… more
- CGI Technologies and Solutions, Inc. (Reston, VA)
- …time-series models, and risk factor models. . Solid understanding of counterparty credit risk, including Potential Future Exposure (PFE) methodologies. ... ** Senior Data Scientist** **Category:** Analytics and Emerging Digital...years of experience in data science . Proficiency in Python (including libraries like NumPy, pandas, SciPy, statsmodels, scikit-learn,… more
- Wells Fargo (Charlotte, NC)
- **About this role:** Wells Fargo is seeking a Senior Quantitative Analytics Specialist to fill the role within the MCRA (Market Counterparty Risk Analytics team) ... products, business analysis and modeling + Perform advanced mathematical models using Python , C++ and SQL + Perform analytical support and provide insights regarding… more
- Bank of America (Jersey City, NJ)
- …(GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central ... Senior Quantitative Finance Analyst Pennington, New Jersey;Jersey City,...or market risk models + Advanced programming skills in Python with 5+ years of experience + Solid understanding… more
- Trexquant Investment (Stamford, CT)
- …and manage automated risk models across all traded asset classes, including equities, credit , options, and futures, as well as at the portfolio level + Design ... stress-test experiments and present results to senior research team members to broaden our risk considerations...on macro market risk considerations, efficient margin policies, and counterparty exposure + Present risk metrics and escalations to… more
- US Bank (Minneapolis, MN)
- …a wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk models. + Assesses model risk ... + Strong background and practical experience developing and/or validating market risk, counterparty credit risk, and derivatives pricing models + Excellent… more
- Athene (New York, NY)
- …for your team and function + Oversee daily collateral management and counterparty credit risk controls, including monitoring exposure, limits, and regulatory ... in clearing and collateral management + Support strong vendor and counterparty relationships, negotiating favorable terms, monitoring performance against SLAs, and… more
- Citigroup (Tampa, FL)
- …is a critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with Independent Risk teams to ensure ... range of financial products and services, including consumer banking and credit , corporate and investment banking, securities brokerage, transaction services, and… more
- Capital One (New York, NY)
- …is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical ... robustness of the firm's market risk models. Clients of the group include senior management, business leads, internal audit, and the regulators. This position is… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk VP to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market Risk Department. ... Equity Margin Loans, NAV-based fund financing, hybrid structures, and other structured credit solutions. The ideal candidate will have strong analytical skills, a… more
- Raymond James Financial, Inc. (St. Petersburg, FL)
- …and Pricing, capital markets and Asset Liability models . + Experience in VaR, Counterparty credit risk, Equity and Fixed income asset classes + Model Risk ... validation findings, issues, and remediations. + Work closely with senior validators, model developers, and other stakeholders to support...or learning basic tools such as SQL, R, or Python for data validation and analysis. Ability to: +… more
- Scotiabank (New York, NY)
- …world. Global Banking & Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and strategic ... + Daily Cash Flow and EWIs Monitoring + Top Counterparty Reporting + FBO Tailoring Metrics **What You'll Do:**...insights through ad-hoc analytics and reporting as requested by senior management. + Works and communicates with other stakeholders… more