- Citigroup (New York, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Senior ... 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
- Citigroup (New York, NY)
- …or businesses with guidance from manager. **Responsibilities:** + Contributes to banking book interest rate risk analytics , reporting and management. ... **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
- HSBC (New York, NY)
- …supporting the Director ofInterest Rate Risk Banking Book (IRRBB) Analytics in the Americas to implement HSBC's Interest IRRBB framework and ... planet we all share. The role of Vice President Interest Rate Risk Banking Book...properly understood, analyzed, and mitigated in a timely fashion.Data analytics and automation will play a key role in… more
- Citigroup (New York, NY)
- …Primary responsibilities include leading a circa 60 person team to: + Design and development of interest rate risk on the banking book (IRRBB) modelling / ... measures and defines management frameworks and policies for non-trading interest rate , foreign exchange, equity, credit spread...a strong focus on modelling customer behavior across the rate cycle + Develop enhanced analytics to… more
- JPMorgan Chase (New York, NY)
- …(LOBs). The Firm's ALM and balance sheet strategy efforts supported by QBSS include interest rate risk modelling, internal transfer pricing and capital ... **2025 Quantitative Analytics Associate Program - Summer Associate** **Short Job...financial engineering, derivatives modeling, asset and liability management and risk management. You'll help develop or validate mathematical models,… more
- Deloitte (New York, NY)
- …Adjustment (CVA) is a plus + Experience with wholesale/retail credit models (ie PD/LGD/ALLL), interest rate risk , counterparty credit risk , and/or ... The Valuation & Analytics ("V&A") team is looking for an intern...other investment products, forward price curve development methodologies, quantitative risk assessment and forecasting models, structured finance transactions, cash… more
- Tradeweb (Jersey City, NJ)
- … risk measures of traded instruments or trading positions. We also power the interest rate curve published on platform using curve fitting for interest ... rate derivatives like interest rate swaps with a variety of bootstrap and interpolation...is a high performance and mission critical fixed income analytics libraries. We are also fully integrated into the… more
- JPMorgan Chase (New York, NY)
- … risk through involvement in various market sectors and currencies including structural interest rate and foreign exchange risk . Products utilized include ... fixed income securities, interest rate swaps, and credit related products. The Finance Division...a regulated, public financial institution. As a Fixed Income Analytics - Sr. Associate within our team, you will… more
- MUFG (New York, NY)
- …day. A member of our recruitment team will provide more details. Assisting in Interest Rate Risk initiatives including business strategy and new products, ... rates risk . Assisting the enhancement of the Interest Rate Risk framework and... analytics . Leading effort in creating liquidity and interest rate material for senior management committees,… more
- Bank of America (New York, NY)
- …company. Our goal is to ensure that a healthy and sustainable liquidity, capital and interest rate risk (IRR) profile is maintained through baseline economic ... as during times of market and idiosyncratic stress. The Interest Rate Risk and CFO...Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Collaboration + Decision Making… more
- Bank of America (New York, NY)
- …company. Our goal is to ensure that a healthy and sustainable liquidity, capital and interest rate risk (IRR) profile is maintained through baseline economic ... as during times of market and idiosyncratic stress. The Interest Rate Risk and CFO...Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and Trend Analysis… more
- Deloitte (New York, NY)
- …Prudential Standards-Regulation YY, Basel III LCR and NSFR, FR 2052a, SR 10-1 Interagency Advisory on Interest Rate Risk , BCBS 368 - Interest Rate ... and manage day-to-day stakeholder relationships + Demonstrate appropriate compliance and control of interest rate and liquidity risk + Implement programs,… more
- Citigroup (New York, NY)
- …effective risk challenge and mitigation of risk for capital, liquidity, interest rate risk and Treasury investments, and ensures compliance with all ... management of non-trading market risk , including interest rate risk in the...potential limitations and weaknesses. **Qualifications:** + Broad understanding of risk management and analytics + Strong analytical… more
- Robert Half (New York, NY)
- …Desiring to learn and a receptiveness to feedback and mentoring + Displaying an interest in risk and compliance processes and objectives + Drive towards ... clients with consulting and managed solutions in finance, technology, operations, data, analytics , digital, legal, HR, governance, risk and internal audit… more
- Citigroup (New York, NY)
- … management, model validation, or model analytics . + Experience in oversight on interest rate risk in the banking book (IRRBB), including IRRBB ... Market Risk ** **Team/Role Overview** This role sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, which… more
- Scotiabank (New York, NY)
- …to ensure US Treasury and business activities, particularly related to liquidity and interest rate risk management, are in compliance with regulatory ... manage the risks. + Support continuous enhancements to monitor interest rate risk (IRR) in...sheet positions, particularly through liquidity stress test and FR2052a analytics , and challenge the Treasury function's designs and processes.… more
- Citigroup (New York, NY)
- …plus. + 3-7 years of experience within financial services or consulting with focus on Interest Rate Risk + Strong product knowledge of structured securities, ... + Conducts daily, weekly, and or monthly monitoring of Interest Rate Exposure, Economic Value Sensitivity, DV01,...and funding instruments + Solid understanding of valuation and risk analytics on securities and derivatives portfolios… more
- American Express (New York, NY)
- … analytics , systems, and regulatory guidelines. + Experience with asset-liability management (ALM), interest rate risk in the banking book (IRRBB), and ... can grow your career and define your own path. Find your place in risk and analytics on #TeamAmex. The Global Risk & Compliance Organization ("GRC") is an… more
- Bank of America (New York, NY)
- …colleagues in Corporate Banking / Relationship Management, Trading (primarily FX and Interest Rate Swaps), Treasury Management and Syndications (investment grade ... Assessment + Financial Accounting + Issue Management + Portfolio Analysis + Risk Analytics + Attention to Detail + Business Intelligence + Collaboration +… more