- JPMorgan Chase (New York, NY)
- …and striving to be best-in- class. As a Counterparty Vice President on the Quantitative Research (QR) Wholesale Credit team, you will be responsible for ... discipline + 5 years of experience in Wholesale Credit Risk, Counterparty Risk, Quantitative Research , Quantitative Strategy or similar area +… more
- Bank of America (Jersey City, NJ)
- …analysis on large datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM) ... Quantitative Finance Analyst Jersey City, New Jersey **Job Description:**...team manages counterparty credit risk across the firm at both TOH and legal… more
- Bank of America (Jersey City, NJ)
- Quantitative Finance Analyst Jersey City, New Jersey **Job Description:** At Bank of America, we are guided by a common purpose to help make financial lives better ... provide support for the production of market risk and counterparty risk models. With a good working knowledge of...liaise with Line of Business Risk Managers to provide quantitative risk implications of regulatory changes, new product development… more
- Bank of America (Jersey City, NJ)
- …of Global Risk Analytics (GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models. GMRA also develops ... Senior Quantitative Finance Analyst - Prime & Clearings Analytics...improving efficiency and reducing operational risk * Margin and counterparty risk: developing, calibrating, and testing new and improving… more
- JPMorgan Chase (New York, NY)
- …skillsets and groups align best for you. Wholesale Credit The Wholesale Credit Quantitative Research team is responsible for developing and implementing ... MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss...quantitative and problem solving skills as well as research ability + Ability to communicate concepts and ideas,… 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 ... Bloomberg's Quantitative Analytics team is responsible for the design and...risk metrics; climate risk; credit risk and liquidity risk. The team has two recent… more