- Citigroup (Tampa, FL)
- …of Derivatives (bilateral and cleared transactions) notably IR and FX derivatives and involved in attribution of valuation movements using sensitivity based ... The SVP, Derivatives (SA-CCR RWA/TLE) Senior Lead Analyst will be...production + Define, develop and establish attribution and other analytics that can effectively demonstrate standardized exposure, Jump-to-Default (JTD)… more
- JPMorgan Chase (New York, NY)
- …**Preferred Qualifications, Capabilities, and Skills:** + Understanding of or training in financial products or derivatives pricing preferred + Knowledge of data ... Valuation Control Group covers a broad range of...insightful analysis leveraging multiple market data sources through advanced analytics platforms. As a Vice President of Corporate Controller… more
- Bloomberg (New York, NY)
- …and is responsible for modeling market data, pricing, and risk calculations of financial derivatives across all asset classes. Our C++ libraries are used ... with over 300,000 clients, trading system solutions, enterprise risk management, and derivatives valuation services. The department includes several Quant teams… more
- Capital One (Mclean, VA)
- …(19052), United States of America, McLean, Virginia Senior Analyst, Capital Markets and Analytics The Derivatives Middle Office team, under Capital Markets and ... reporting in compliance with Swap Dealer regulations. The Sr. Associate for Derivatives Operations should have financial product or Treasury/Bank Operations… more
- PNC (New York, NY)
- …modelling, risk/ analytics , returns performance, and trading strategies 3) OTC derivatives , Futures, and US Treasury clearing 4) Mortgage Servicing Rights (MSRs) ... Industry Knowledge, Investments, Market Risk, Portfolio Management, Pricing Models and Analytics , Regulatory Environment - Financial Services **Work Experience**… more
- TD Bank (New York, NY)
- …and development. + In-depth knowledge and experience working with capital markets, financial derivatives , valuations, accounting, and control practices. + Proven ... Ontario, Canada **Hours:** 37.5 **Line of Business:** Data & Analytics **Pay Details:** $108,800 - $163,200 CAD This role...of TD Securities' business objectives. To ensure the accuracy, valuation , and reporting of financial instruments for… more
- Citigroup (Getzville, NY)
- …portfolio), Long Term debt and Transfer pricing portfolios. + Create prototypes for analytics related to derivatives portfolios comprised of interest rate swaps ... stakeholders. Analyze portfolio management models used by desk using various underlying financial and economic variables. + Advise regarding valuation and… more
- Capital One (Mclean, VA)
- …analysis methods in relation to mortgage prepayment, interest rate market, term structure, derivatives and fixed income valuation such as MBS securities, and ... + Demonstrated experience working with mortgage prepayment and MBS valuation + Excellent written and verbal communication skills, with...plus at least 2 years of experience in data analytics , financial modeling or econometric modeling (can… more
- NextEra Energy (Juno Beach, FL)
- …analysis, energy markets, logic, binomial tree modeling, and calculus. + Deliver sound financial valuation of wholesale power derivatives including load ... Description** + Lead the development, implementation, and maintenance of financial , statistical, and commodity focused models, templates, programs, and processes… more
- Citigroup (New York, NY)
- …and oversights; Enterprise market risk solution and risk management; Pricing, risk, and valuation data management, and profit and loss analytics , and Trading ... York location. Duties: Responsible for the market risk management of Credit Valuation Adjustments (CVA) globally. Improve the accuracy of measurement of CVA… more
- Tradeweb (Jersey City, NJ)
- …is recommended for organizational off-sites. **Job Responsibilities** + Develop high-performance analytics libraries for fixed income and derivatives . + Document ... team of high-caliber engineers to develop and support quantitative analytics that powers electronic trading of fixed income and... that powers electronic trading of fixed income and derivatives in every stage of the trading work flow,… more
- Lincoln Financial Group (Radnor, PA)
- …strongly preferred, with working knowledge of quantitative finance, stochastic simulation, and financial derivatives . + Hands -on modeling experience of complex ... risk management strategy, product risk management strategy, and fund risk management analytics and strategy. The position will be heavily involved in developing… more
- Fannie Mae (Washington, DC)
- …, macroeconomic models, including housing prices and interest rate, financial valuation of finance assets and derivatives , economic capital, and stress ... more areas within credit, interest rate, counterparty credit risk, and/or fixed income valuation in the financial services industry * Expertise in developing and… more
- Citigroup (New York, NY)
- …evolution and roll out of the Complex Assets products focused on OTC derivatives operating model, platforms used, instruments supported, valuation model and ... build and the evolution / roll out of the Derivatives products and services supporting Middle Office and Fund...vendor oversight, new instrument and client onboarding. Analytics and data mapping will be a critical component… more
- Fannie Mae (Washington, DC)
- …, macroeconomic models, including housing prices and interest rate, financial valuation of finance assets and derivatives , economic capital, and stress ... work towards a common goal * Experience in quantitative analytics applied to one or more areas within credit,...credit, interest rate, counterparty credit risk, and/or fixed income valuation in the financial services industry *… more
- Wellington (Needham, AL)
- …is full of fascinating questions that will impact the future of companies, economies, financial markets, and entire industries. We want you to help us find answers ... about their tools, data, and reports in the areas of research, valuation , risk management, portfolio analysis and portfolio construction + Respond to requests… more
- Cypress Creek Renewables (Chicago, IL)
- …in Engineering, Computer Science, Mathematics or closely related field + Familiar with valuation and analysis of derivatives , pricing of structured products + ... dispatch and optimization of battery storage assets. Reporting to the VP, Quantitative Analytics , this position will be responsible for providing analytics to… more
- JPMorgan Chase (Brooklyn, NY)
- …Estimate liquidity and Risk-Weighted Assets (RWA) impacts. + Contribute to Resolution Financial Analytics , including regulatory submissions. + Present results to ... Corporate Treasury and second line experts in Market Risk, Valuation Control Group, Liquidity Risk Management and Model Risk...markets and stress testing to contribute to the firm's financial resilience and to build a broad suite of… more
- Scotiabank (New York, NY)
- …banking, institutional equity sales, trading and research, fixed income products, derivatives , energy, foreign exchange and precious & metals. We also cross-sell ... the trading team to research, develop, test and deliver pricing models, risk analytics , trader tools for risk management, hedging and relative value analysis, and… more
- Citizens (Boston, MA)
- …and should have an advanced understanding of Bank balance sheets, interest rate derivatives , volatility, and other fixed income investments as well as how various ... and execution. + Assess, develop, and/or refine desk and production-based models (BlackRock Analytics ) to utilize and support the team's pre-trade analytics and… more