- Citigroup (New York, NY)
- … management & the businesses, using in house models and tools to calculate counterparty credit exposure (eg Potential Future Exposure ). The role will also ... and capital related projects, solutions and issues. **Job Background/context:** Counterparty Risk Valuation and Advisory is part...Risk Valuation and Advisory is part of the Quantitative Risk and Stress Testing group and… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- PNC (New York, NY)
- …models, derivative pricing models, interest rate models, securities valuation models, and counterparty credit risk measurement models, such as Potential ... the financial services industry. *Knowledge of regulatory requirements related to market and counterparty credit risk models, including PFE, CVA, FVA,… more
- Citigroup (New York, NY)
- …wholesale credit management platform. This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... management or quantitative fields + 6+ years credit risk experience at a major financial...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- Individual will work as part of Counterparty Credit Risk (CCR) team under the global Institutional Credit Management (ICM) group and be responsible for ... of Citi's First Line of defense for wholesale and counterparty credit risk management and...+ Experience with managing market or credit risk OR training in finance, mathematics or quantitative… more
- Bank of America (New York, NY)
- …of front office Credit /Funding Value Adjustment (XVA) models, margin models, and counterparty credit risk (CCR) models including counterparty ... for a quantitative finance analyst in the Counterparty Model Risk Management team. The group...and risk models including interest rates and credit risk modelling. * Exceptional knowledge of… more
- JPMorgan Chase (New York, NY)
- …CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data ... and finance functions to measure and monitor various trends related to wholesale credit risk . Quantitative Balance Sheet Strategy (QBSS) QBSS is a firm-wide… more
- Morgan Stanley (New York, NY)
- …supporting a primarily private-client base. The position resides within FRM's Wealth Management Credit Risk division and will be responsible for managing a team ... in capital markets products and risks, and experience in retail and high-net worth counterparty credit underwriting. The position is based in New York. *Primary… more
- Federal Reserve System (New York, NY)
- …to condition monitoring, counterparty policies.) + Maintain and enhance internal credit risk analytical tools. + Maintain open, timely communication and ... management and mitigation efforts. **Your role as a Financial Risk Specialist - Credit Risk ...line to ensure consistency and provide feedback on divergent risk assessments. + Conduct quantitative horizontal studies… more
- Citigroup (New York, NY)
- …Monitor client portfolios to ensure that risks are controlled, with a focus on credit risk exposures arising from market sensitive portfolios. Perform weekly and ... general level to support the supervision of the overall counterparty risk . Analyze areas of potential ...by ad-hoc requests from trading desks and assess the credit risk of such products. A telecommuting/hybrid… more
- Motion Recruitment Partners (New York, NY)
- …strong understanding of risk management and controls frameworks. + Familiarity with Counterparty Risk and/or credit risk management, audit, ... Credit Risk Project Manager New York,...issues and solutions as needed. + Develop qualitative and quantitative analysis; produce summary documents for agenda driven meetings;… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… more
- Bloomberg (New York, NY)
- … risk 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 risk and...through modern C++ and Python libraries. . Within the Quantitative Analytics team, the Quantitative Risk… more
- Mizuho Corporate Bank (New York, NY)
- …Degree in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred + Experience with pricing and ... Summary Quantitative market risk analytics specialist responsible...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… more
- Deloitte (Stamford, CT)
- … products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, ... Deloitte Risk and Financial Advisory Risk , Data...Qualifications: + Degree in business, economics, finance, or other quantitative fields (eg, mathematics, statistics, etc.) + 6+ years… more
- Deloitte (New York, NY)
- …management + Additional consideration given to candidates with experience in the areas of market risk , counterparty credit risk , liquidity risk , ... at financial modeling, data science, AI/ML modeling, and Model Risk Management to join our Advisory practice. You will...do: You will provide a range of qualitative and quantitative consulting services in the areas of data science,… more