- Citigroup (New York, NY)
- The ** Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for ... + Engaging actively in **Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE, CVA, and… more
- Bank of America (Pennington, NJ)
- …(GMRA) team under GRA is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central ... Senior Quantitative Finance Analyst Pennington, New Jersey;Jersey City, New Jersey; Chicago, Illinois **To proceed with your application, you must be at least 18… more
- Bank of America (New York, NY)
- …modelling and model uses, particularly in trading models, market risk models and Counterparty Credit Risk models + Familiar with regulations and regulatory ... Quantitative Financial Analyst New York, New York;Atlanta, Georgia; Newark, Delaware; Charlotte, North Carolina; Dallas, Texas; Pennington, New Jersey;… more
- Capital One (New York, NY)
- …a Fortune 200 company and a leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you'll be part of a team that's leading ... Manager, Quantitative Analysis - Model Risk Office At Capital...everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit… more
- Citigroup (New York, NY)
- …candidate will play a vital role in supporting the end-to-end product and counterparty credit risk platform and risk management framework across a diverse ... analysis as well as ad-hoc risk analysis. Ensure robust risk monitoring of counterparty credit risk, including stress models/tools, and risk reporting. + **Data… more
- Neuberger Berman (New York, NY)
- …March 31, 2025) across a range of strategies-including equity, fixed income, quantitative and multi-asset class, private equity and hedge funds-on behalf of ... firm/fund structuring, trading, valuation, portfolio accounting and fund administration, counterparty risk, technology, and compliance. The candidate should be… more
- BMO Financial Group (New York, NY)
- …+ Conduct quantitative risk analysis (eg, VaR, stress testing, market risk, counterparty credit risk, RWA). + Define and frame analytical problems, collect ... Science, Statistics, Mathematics, Physics, Engineering, Financial Engineering, or related quantitative field. + Strong analytical and problem-solving capabilities. +… more