- Citigroup (New York, NY)
- … management & the businesses, using in house models and tools to calculate counterparty credit exposure (eg Potential Future Exposure ). The role will also ... and capital related projects, solutions and issues. **Job Background/context:** Counterparty Risk Valuation and Advisory is part...Risk Valuation and Advisory is part of the Quantitative Risk and Stress Testing group and… more
- JPMorgan Chase (New York, NY)
- …team in New York **Job Summary:** As a Quantitative Research Associate in the Counterparty Credit Risk and Margin Quantitative Research team, you ... state-of-the-art analytics and risk management tools for counterparty credit risk and margin....quantitative methods and analytical tools for modeling of counterparty credit risk and margin.… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- 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
- Citigroup (New York, NY)
- …wholesale credit management platform. This position will be part of the Counterparty Credit Risk (CCR) Real Money Funds (RMF) Underwriting Team ... management or quantitative fields + 6+ years credit risk experience at a major financial...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- JPMorgan Chase (New York, NY)
- …CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data ... and finance functions to measure and monitor various trends related to wholesale credit risk . Quantitative Balance Sheet Strategy (QBSS) QBSS is a firm-wide… more
- Federal Reserve System (New York, NY)
- …to condition monitoring, counterparty policies.) + Maintain and enhance internal credit risk analytical tools. + Maintain open, timely communication and ... management and mitigation efforts. **Your role as a Financial Risk Specialist - Credit Risk ...line to ensure consistency and provide feedback on divergent risk assessments. + Conduct quantitative horizontal studies… more
- Citigroup (New York, NY)
- …Monitor client portfolios to ensure that risks are controlled, with a focus on credit risk exposures arising from market sensitive portfolios. Perform weekly and ... general level to support the supervision of the overall counterparty risk . Analyze areas of potential ...by ad-hoc requests from trading desks and assess the credit risk of such products. A telecommuting/hybrid… more
- Morgan Stanley (New York, NY)
- …Background on the Position The position will reside within FRM's Wealth Management Credit Risk division responsible for the underwriting & portfolio management ... markets products and risks, as well as experience in retail and high-net worth counterparty credit underwriting. The position is based in New York. Primary… more
- JPMorgan Chase (New York, NY)
- …play a crucial role in developing and maintaining market, investment, liquidity and counterparty risk frameworks. You will have the opportunity to work closely ... position will include proactive management of investment, liquidity and counterparty risk based on ongoing, informed, and...with modeling and working knowledge of portfolio valuations and risk systems + Strong quantitative skills, prior… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- Bank of America (New York, NY)
- …authority and reporting of capital markets credit risk . The Counterparty Credit Risk Specialist will primarily interface with the traders/marketers ... to aid in either the underwriting of structured financing transactions or counterparty risk . Additional responsibilities include proactive evaluation of Problem… 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 risk metrics; climate risk ; credit risk and...through modern C++ and Python libraries. . Within the Quantitative Analytics team, the Quantitative Risk… more
- Mizuho Corporate Bank (New York, NY)
- …Degree in a quantitative field preferred + Deep understanding of Value-at- Risk and counterparty exposure models preferred + Experience with pricing and ... Summary As a Quantitative Market Risk Analytics Lead, you...the derivative markets mainly for fixed income, equity and credit + Strong project, management and organizational skills. +… more
- Deloitte (Stamford, CT)
- … products, specifically derivative and repo transactions + Working knowledge of counterparty credit risk management - including collateral management, ... Deloitte Risk and Financial Advisory Risk , Data...Qualifications: + Degree in business, economics, finance, or other quantitative fields (eg, mathematics, statistics, etc.) + 6+ years… more
- Bank of America (New York, NY)
- …liaising with other risk functions as necessary, including operational, credit , and counterparty risks. **Required Qualifications:** There is no unique ... for various Line of Businesses (LoBs), such as Global Credit , Mortgages, Rates, Equities, etc. Key responsibilities include (but...the role also needs to contribute to managing BAU risk positions and performing quantitative and qualitative… more
- Morgan Stanley (New York, NY)
- …used by Morgan Stanley. These include models used to monitor market risk (IMA), counterparty credit risk (CVA/IMM), credit risk (IRB), ... Firm from exposure to losses as a result of credit , market, liquidity, operational, model and other risks. Background...Budapest, Frankfurt, Mumbai and Tokyo work closely with business quantitative strategists, risk analytics, risk … more