- 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
- PNC (New York, NY)
- …expert oversight, of some of PNC's most important models, including interest rate models, securities risk analytics models, derivative pricing models, ... have an opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Expert within PNC's Model Risk Management organization, you can… more
- Citigroup (New York, NY)
- …or businesses with guidance from manager. **Responsibilities:** + Contributes to banking book interest rate risk analytics , reporting and management. ... Job Description **Team:** The individual will work in Interest Rate Risk (IRR)...IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics , data) + Part of… more
- Citigroup (New York, NY)
- … + Demonstrated knowledge and experience with fixed income risk & analytics , including interest rate swaps/derivatives is required + Experience with ... institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing...on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ensure… more
- Bank of America (New York, NY)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... Enterprise Financial Risk Analytics Sr. Specialist Charlotte, North...processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk… more
- Morgan Stanley (New York, NY)
- …provide an overall calculation of market risk across asset classes (eg equities, interest rate instruments), the credit risk of borrowers and their ... other risks. Background on the Position The role will reside within the Firm Risk Management's Risk Analytics area. Risk Analytics develops market … more
- JPMorgan Chase (Brooklyn, NY)
- …for deployment of the (CIB) balance sheet. The primary responsibility of the team is interest rate risk policy and strategy, liquidity stress testing for the ... broad array of initiatives for the (CIB) Treasury Banking Analytics Group. You should be skilled at performing complex...capital markets and economics. Working knowledge of financial analysis, interest rate risk , liquidity … more
- Citigroup (New York, NY)
- … of the balance sheet. This includes + Participates in managing liquidity and interest rate risk , the capital/legal entity structure and capital planning ... key member of the markets business Treasury responsible for a variety of analytics / monitoring across a variety of Markets products including derivatives and… more
- Bank of America (New York, NY)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... of applicable financial risks across the company, including markets risk ( interest rate risk...Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data & Trend Analysis… more
- SMBC (New York, NY)
- …Risk exposures. Address data integrity problems that impact the accuracy of the risk analytics or Counterparty Credit Risk profile. **Qualifications and ... department is organized into four functional groups - Credit Risk Group, Market Risk and Analytics...knowledge and understanding on the pricing and valuation of Interest Rate Swaps, Foreign Currency Products, and… more
- Citigroup (Getzville, NY)
- …is responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB) and Credit Spread ... responsibilities include: + Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units... Risk Operations team with a focus on Interest Rate Risk Management and… more
- SMBC (New York, NY)
- …The department is organized into four functional groups - Market Risk and Liquidity Risk Group, Risk Analytics Group, Credit Risk Group and the ... of benefits to its employees. **Role Description** The Market Risk Management Specialist at DIR level reports to the...Strong knowledge of derivatives and their key risks, particularly interest rate and FX products - Knowledge… more
- AIG (New York, NY)
- …analytical and problem- solving skills as you improve how we predict and mitigate risk . Our Financial Actuaries are on the frontlines, quantifying risk , pricing ... AIG's major regulated and rated insurance operating companies globally. Portfolio Analytics and Pricing Actuaries support AIG's businesses and are responsible for… more
- Citigroup (Queens, NY)
- …controls, processes, risk limits, analytics , data) + Participate in Citi's interest rate risk management process and contribute to its balance sheet ... experience building, enhancing and executing an Asset Liability Management (ALM)/ Interest Rate Risk in the... analytics , data. + Thorough knowledge of key Interest Rate Risk metrics (IRE,… more
- PNC (New York, NY)
- …experience in various fixed income investment products, preferably products such as interest rate swaps, swaptions, financial futures and options, Treasuries, ... for the Role: Empirical research and data analysis is preferred. Experience in interest rate products and mortgage servicing is highly preferred. A… more
- Citigroup (Getzville, NY)
- Responsibilities: + Determine requirements and develop analytical for Interest Rate Risk in Banking Book (IRRBB) and reporting designs based on the analysis ... analytics related to derivatives portfolios comprised of interest rate swaps and cross currency swaps...and other Intercompany items + Thorough knowledge of key Interest Rate Risk metrics (IRE,… more
- TD Bank (New York, NY)
- …balance sheet ALM purposes (balance sheet and net interest income forecasting, interest rate risk measurement, funds transfer pricing, and/or reporting & ... technical analytics ). This role contributes to the continuous improvement of...on quantitative analysis + Implements and/or executes strategies for interest rate risk management, balance… more
- TD Bank (New York, NY)
- …and liability management (balance sheet and net interest income forecasting, interest rate risk measurement, funds transfer pricing, and/or reporting ... & technical analytics ). This role contributes to the continuous improvement of...team members on quantitative analysis + Executes strategies for interest rate risk management, balance… more
- Robert Half (New York, NY)
- …development best practices and methodologies, particularly Agile + Proficiency or interest in advanced analytics and automation technologies (eg, Alteryx, ... + A foundation in core business processes + Strong interest in internal audit processes, including the use of...consulting and managed solutions in finance, technology, operations, data, analytics , digital, legal, HR, governance, risk and… more
- Citigroup (New York, NY)
- …optimization, and costing processes. Business Treasury also has first line responsibility for Interest Rate Risk (IRR) management of the consumer business ... asset/liability management, balance sheet planning, liquidity/capital resource monitoring & optimization, and interest rate and liquidity risk management for… more