- Bank of America Corporation (Jersey City, NJ)
- …of Global Risk Analytics (GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models. GMRA also ... the Prime Clearing Analytics and Data Services (PCADS) - Counterparty Credit Risk Limits Monitoring...Experience* Master degree and above (or equivalent), preferably in quantitative finance or a quantitative field* Solid… more
- The PNC Financial Services Group, Inc (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
- Bank of America Corporation (Jersey City, NJ)
- …include the ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... difference. Join us!Job Description:This job is responsible for conducting quantitative analytics and complex modeling projects for specific business...counterparty credit risk across the firm at both… more
- Bank of America Corporation (Jersey City, NJ)
- …include the ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... responsible for leading a team to develop or validate quantitative analytics and models for specific business units or...counterparty credit risk across the firm at both… more
- DTCC (Jersey City, NJ)
- …of direct experience in at least one of the following areas: market risk analytics, counterparty credit risk analytics, or whole-sale credit risk ... will have in this role:Being a member of the Quantitative Risk Management Team (QRM), the ...credit analysis, or both Master's degree in the quantitative area, economics or finance is required; Ph. D… more
- Bank of America Corporation (Jersey City, NJ)
- …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 financial… more
- Bank of America Corporation (Jersey City, NJ)
- …results using both qualitative and quantitative approachesCounterparty Credit Risk Portfolio Management (CCRPM) team manages counterparty credit ... both TOH and legal entity level, ensures compliance with regulatory requirements for Counterparty Credit Risk (CCR) Management and remediates regulatory… more
- Citigroup, Inc (New York, NY)
- …end-to-end wholesale credit management platform.This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... training in finance, mathematics, risk management or quantitative fields6+ years credit risk ...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- Bank of America Corporation (Jersey City, NJ)
- …and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge ... market risk infrastructure, data flows and market risk and counterparty risk models,... models.The candidate will liaise with Line of Business Risk Managers to provide quantitative risk… more
- Royal Bank of Canada (New York, NY)
- …in the following sections.What will you do?Help provide risk oversight for the Counterparty Credit Risk for SFT and the Structured Asset Collateral (SAC) ... Job SummaryJob DescriptionWhat is the Opportunity?The GRM counterparty and credit risk group provides independent and effective monitoring, control, and… more
- Citigroup, Inc (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...and Experience:Experience with managing market or credit risk OR training in finance, mathematics or quantitative… more
- Fidelity Investments (Jersey City, NJ)
- …within the Fidelity Enterprise Risk Management organization and is part of the Credit and Counterparty Center of Excellence. The team is responsible for ... Funds and Endowments. You will perform a qualitative and quantitative analysis of the financial condition of the firm,...measure daily counterparty trading activityCollaborating with the Credit , Collateral and Operational Risk teams and… more
- Bank of America Corporation (Jersey City, NJ)
- …products with broad knowledge across asset classes (FX, rates, equity, commodities and credit ) * Knowledge of counterparty risk measurement techniques on ... deep dives on specific counterparties. * Present analysis to senior management, including Market Risk , Enterprise Credit and Enterprise Credit , as well as… more
- Citigroup, Inc (Long Island City, NY)
- …RWA, SLE, GSIB), particularly on RWA or knowledge of the RWA components related to Counterparty Credit Risk (CCR) is highly preferred but not required.Strong ... process, organization and architecture covering Securities Financing Transactions (SFT) Risk Weighted Assets (RWA) reporting.Assists in setting business and...analytical and quantitative skills with deep experience in data analytics to… more
- Deloitte (Jersey City, NJ)
- …counterparty products, specifically derivative and repo transactions Working knowledge of counterparty credit risk management - including collateral ... Deloitte Risk and Financial Advisory Risk , Data...Required Qualifications: Degree in business, economics, finance, or other quantitative fields (eg, mathematics, statistics, etc.) 6+ years of… more
- DTCC (Jersey City, NJ)
- …FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive ... identifying, managing, measuring and mitigating a spectrum of key risk types including credit , market, liquidity, systemic,...a spectrum of key risk types including credit , market, liquidity, systemic, operational and technology in all… more
- Royal Bank of Canada (Jersey City, NJ)
- …of one or more key risk discipline (eg, Enterprise, Market, Counterparty , Credit , Liquidity and Operational Risk )Experience with Strategic Planning ... POSTJob SkillsBusiness, Credit Analysis, Investment Risk Management, Market Risk , Operational Risks, Project Management, Quantitative Methods, Risk … more
- DTCC (Jersey City, NJ)
- …FR&G collaborates closely with Quantitative Risk Management and the Counterparty Credit Risk teams to maintain an integrated and comprehensive ... employee). The impact you will have in this role:Financial Risk and Governance's ("FR&G") mission is to provide effective...framework to effectively measure and manage market, liquidity and credit risks.Being a member of the Fixed Income Clearing… more
- UBS (New York, NY)
- …You will serve as a Credit Officer focusing on quantitative risk assessment of transactions and hedge fund counterparty credit analysis.Your ... We're looking for someone like that who can:- evaluate counterparty credit risk based on...or related financial services position- established quantitative risk analysis skills employed in a credit … more
- Federal Home Loan Bank of New York (New York, NY)
- …the Bank can safely lend to members and that credit risk exposure is appropriate based on each counterparty 's creditworthiness.Position OverviewOversee and ... quantitative factors.Develop systems to assist in monitoring credit risk .Serve as leader of the ... credit unions, and insurance companies.In-depth knowledge of counterparty risk issues, underwriting standards, mortgage related… more
