- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- Citigroup (Getzville, NY)
- …areas of focus: (1) ALM Policy & Execution (2) Interest Rate Risk Management and (3) ALM Analytics . The ALM Policy & Execution unit establishes and ... Treasury are minimal through an effective allocation process. The Interest Rate Risk Management function... in the accrual businesses for Citigroup. The ALM Analytics function calculates, analyzes, and forecasts NIM and identifies… more
- M&T Bank (Buffalo, NY)
- …personnel. **Primary Responsibilities:** + Research and develop quantitative behavioral models used for credit risk , interest rate risk and liquidity ... activities of the bank's balance sheet hedging, customer driven Foreign Exchange and Interest Rate derivatives, bank issued debt and portfolio securities. The… more
- M&T Bank (Buffalo, NY)
- …including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk , interest rate risk or liquidity risk ... maintain, analyze and manage quantitative/econometric behavioral models used for credit risk , capital planning and/or underwriting. Assists with directing daily and… more
- M&T Bank (Buffalo, NY)
- …assessment, and interest . + Understand and adhere to the Company's risk and regulatory standards, policies and controls in accordance with the Company's ... Risk Appetite. Identify risk -related issues needing escalation...Data Networking, Application Development, Platform Operating Systems, Database, Data Analytics or Information Security + Understanding of hardware configurations… more