- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative… more
- Bank of America (Jersey City, NJ)
- Risk Analysis Specialist II - Counterparty Credit Risk Analytics Jersey City, New Jersey;Chicago, Illinois **Job Description:** At Bank of America, we are guided ... of Global Risk Analytics (GRA). It responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models. GMRA also develops… more
- Bank of America (Jersey City, NJ)
- …ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages counterparty ... Sr Quantitative Finance Analyst Jersey City, New Jersey;Charlotte, North...legal entity level, ensures compliance with regulatory requirements for Counterparty Credit Risk (CCR) Management and remediates… more
- Bank of America (Jersey City, NJ)
- …analysis on large datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM) ... Quantitative Finance Analyst Charlotte, North Carolina;Jersey City, New Jersey...team manages counterparty credit risk across the firm at both TOH and legal… more
- JPMorgan Chase (New York, NY)
- …skillsets and groups align best for you. Wholesale Credit The Wholesale Credit Quantitative Research team is responsible for developing and implementing ... MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss...quantitative and problem solving skills as well as research ability + Ability to communicate concepts and ideas,… more
- Bank of America (Jersey City, NJ)
- …Risk Analytics (GMRA) team is responsible for developing, maintaining, and monitoring Counterparty Credit Risk (CCR), the Internal Model Method (IMM), Central ... Quantitative Finance Analyst Chicago, Illinois;Jersey City, New Jersey...Data and Trend Analysis + Process Performance Measurement + Research + Written Communications **Minimum Education Requirement:** Master's degree… more
- Bloomberg (New York, NY)
- …risk of derivative products across all major asset classes, including market data; counterparty credit risk, XVA, initial margin; value-at-risk and other market ... Bloomberg's Quantitative Analytics team is responsible for the design and...risk metrics; climate risk; credit risk and liquidity risk. The team has two recent… more
- Scotiabank (New York, NY)
- …* Strong quantitative skills focused on financial analysis, accounting, and credit risk * Must have significant experience developing project finance models with ... world. Global Banking and Markets provides a full range of investment banking, credit and risk management products and services relevant to the financing and… more
- JPMorgan Chase (Jersey City, NJ)
- …(GMC) risk calculations. GMC is a limit framework used by the firm's Credit Officers to approve trades and manage concentrated positions at the counterparty ... series data for financial instruments across multiple asset classes; + Research and develop next-generation outlier and variance detection methodologies; + Build… more