- Citigroup (New York, NY)
- …a particular focus on Asset and Liability Management (ALM) and deposit analytics . + ** Methodology and Policy Development:** Leads cross functional workstreams ... assets and liabilities are transfer priced based on interest rates and liquidity values; executes firm-wide transfer pricing processes; and ensures retained costs… more
- TD Bank (New York, NY)
- …for our liquidity risk solutions, aligned with Regulatory requirements. + Apply liquidity Risk SME knowledge and lead projects. Define and manage the ... **Line of Business:** Technology Solutions **Job Description:** Director: Product Owner - Liquidity Risk The Liquidity Risk Technology group at TD Securities… more
- Citigroup (New York, NY)
- …(TTS) and Securities Services. TTS provides an integrated suite of Liquidity , Payments and Trade/Working Capital solutions to multinational corporations, financial ... facing the financial services industry. As a firm, our ability to effectively lead in this area will be a significant determinant of our future competitiveness.… more
- Citigroup (New York, NY)
- …financial risks + Establish enterprise limit framework tied to Citi's capital, liquidity , earnings constraints + Develop methodology to cascade enterprise limits ... to establish an enterprise limit framework tied to Citi's capital, earnings, liquidity constraints, and cascade such limit framework to applicable business operating… more
- MUFG (New York, NY)
- …scenario analysis, balance sheet projection capabilities and integration with broader treasury analytics . Leading effort in creating liquidity and interest rate ... (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics , data). Computing analytics using the Company's quantitative… more
- Citigroup (New York, NY)
- …(TTS) and Securities Services. TTS provides an integrated suite of Liquidity , Payments and Trade/Working Capital solutions to multinational corporations, financial ... services industry. As a firm, our ability to effectively lead in this area will be a significant determinant...eg Treasury, Capital Management & Planning, Quantitative Risk Management, Analytics + Strong familiarity with Bank Balance Sheet and… more
- Wells Fargo (New York, NY)
- … + Conduct research on improved PnL attribution, trading cost models, liquidity models, risk models, portfolio construction methodology , and signal generation ... structured products/exotic derivatives desk, support and enhance key quantitative analytics functions, and help advance the Equities exotics derivatives modeling… more