- Santander US (New York, NY)
- Market Risk Valuation & Market Surveillance- Associate / VP Country: United States of America Santander Capital Markets is looking for a Market ... of financing markets, CCP's, margin and liquidity management. + Skills in market risk analysis/surveillance including interest rate risk management.… more
- MUFG (New York, NY)
- …the MUFG Americas' Risk Analytics Team within the Market Risk Management Department (MRMD) primarily covering valuation models (Rates, FX, Fixed Income ... for Rates/Foreign Exchange/Fixed Income valuation models, XVA, SIMM, and Market Risk methodologies + Participate/lead in the development of models across all… more
- Bank of America (New York, NY)
- …+ Partner with Global Valuations Group, Quantitative Strategies Group, Markets Technology and Market Risk to enhance current IPV methods + Research, develop and ... incorporate existing and emerging market data sources into IPV processes with a focus... control methodologies and tools. + Actively monitors the valuation / pricing risk of these portfolios.… more
- JPMorgan Chase (New York, NY)
- …of experience in financial industry or relevant experience + Commodities markets and/or market risk experience, products experience is mandatory. + Must have ... emerging valuation risks and drive methodology enhancements to ensure valuation controls accurately capture market dynamics and opportunities to enhance… more
- JPMorgan Chase (New York, NY)
- You will identify and control potential valuation risk concentrations, uncertainty in pricing inputs, and valuation model uncertainty. The Valuation ... Control Group (VCG) also works to identify and control potential valuation risk concentrations, uncertainty in pricing inputs, and valuation model… more
- JPMorgan Chase (New York, NY)
- …valuations, which are essential for our clients' investment decisions and risk management strategies. **Job responsibilities** + Generate valuation reports ... includes collection and analysis of both private and public market data, valuation report generation, working closely with sophisticated clients, and adherence… more
- Citigroup (New York, NY)
- …Senior Officer for its New York, New York location. Duties: Responsible for the market risk management of Credit Valuation Adjustments (CVA) globally. ... related trading products, market , and liquidity trends to support daily Market Risk Management. Analyze the valuation and risk measure methodologies… more
- PNC (New York, NY)
- …Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the ... measurement models, such as Potential Future Exposure (PFE), Credit Valuation Adjustment (CVA), and Funding Valuation Adjustment...discipline with a stochastic calculus background. - Experience in market risk and counterparty risk … more
- CIBC (New York, NY)
- …meet internal and external requirements; + effective and efficient implementation of market risk measurement system enhancements; + strong leadership skills in ... of issues affecting the risk management of these markets. + Review market risk limits on an ongoing basis. + To be proactive regarding regulatory driven … more
- PNC (New York, NY)
- …Risk Management team at PNC. The position reports to the Senior Validation Manager for Market Risk and Counterparty Risk Models and is part of the ... to enhance validation processes and contribute to the continual improvement of market and counterparty risk management practices within the organization. **Job… more
- MUFG (New York, NY)
- …skills and knowledge of quantitative risk models, financial engineering, and derivative valuation techniques + Knowledge of market and credit risk ... provide more details. **Job Summary:** This is a quantitative risk analyst role within the MUFG Americas' Market...Model coverage for Rates, FX, XVA, SIMM, and Counterparty Risk ( valuation and risk models)… more
- Citigroup (New York, NY)
- Opening is for a Market Risk Officer focused on North America NAM G10 Linear Rates desk. Successful candidate would join an existing team based in NYC focused on ... develop further, good technical knowledge of interest rate products as well as market risk approaches. **Responsibilities:** + Work with existing team members to… more
- BP Americas, Inc. (New York, NY)
- …the markets. In addition to the above, this role will involve the creation of market and fundamental views that drive the valuation of long-term deals in the ... to quantify these views and their price discovery. The Market Strategist role resides in the Gas and Power...assumptions to provide a quantitative and fundamental framework for valuation in the long-term space as well as a… more
- SMBC (New York, NY)
- …years of experience in either counterparty credit risk , market risk , product control, or pricing and valuation function. Bachelor's degree in ... department is organized into four functional groups - Credit Risk Group, Market Risk and...plus. Strong knowledge and understanding on the pricing and valuation of Interest Rate Swaps, Foreign Currency Products, and… more
- SMBC (New York, NY)
- …comprehend the impact of on the portfolios. + Deep understanding of interest rates derivatives valuation and market risk , understanding of key valuation ... of benefits to its employees. **Role Description** The Trading Risk & Control group in Capital Markets is established...in calculating daily MTM and ensure that all the market input parameters are accurate. + Daily valuation… more
- Wells Fargo (New York, NY)
- …computation challenges within capital markets, from ticking risk for trading desks to market risk and capital calculations such us FRTB and CCAR. Vasara is a ... enhance and improve the capabilities of the new strategic valuation and risk platform + Integration of...in computer science or finance/mathematics Keywords: Athena, Quartz, Vasara, Market Risk , SecDB, C++, Quant, Developer **Pay… more
- Bloomberg (New York, NY)
- …Fintech domain + Deep understanding of the Risk domain and regulations with emphasis on Market Risk (full valuation Value at Risk , term structure ... demand across all asset classes on worldwide exchanges. The Market Risk team in MARS is currently...valuations + Good understanding of cross assets pricing and valuation + Strong communication skills and ability to collaborate… more
- MUFG (New York, NY)
- …underwriting and portfolio management for private equity sponsor-backed and corporate middle market clients in the Healthcare vertical. As an Associate you will be ... a corporate finance professional supporting a dedicated Middle Market Healthcare team in underwriting new debt transactions, follow-on financings for portfolio… more
- City National Bank (New York, NY)
- …following areas: credit risk management, market / interest rate risk management, economic capital estimation, and valuation . * Proven knowledge of ... candidates should be able to demonstrate an understanding of valuation modelling of financial and bank focused products. *...* Extensive knowledge and experience with various models - Market Risk , Operational Risk , Credit… more
- Bloomberg (New York, NY)
- …Historically, subjective broker quotes were sufficient to demonstrate liquidity and justify valuation . Today's market participants and firms understand the need ... teams can expect defensible pricing with insight into the market data inputs used. And senior executives will obtain...sales of the suite of solutions under the Bloomberg Valuation and Risk Services (BVAL) and the… more