- Fannie Mae (Washington, DC)
- …any or more of the following areas related to mortgage finance activities: credit risk , counterparty credit risk , and interest rate risk .Engage ... assessment.THE IMPACT YOU WILL MAKEThe Internal Audit - Quantitative Model Risk - Senior Associate role...industry practices in credit , interest rate or counterparty credit risk modeling.Communicate technical… more
- 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
- Federal Reserve System (San Francisco, CA)
- …companies. In particular, the Team has developed an expertise in counterparty credit risk and contributes both quantitative and qualitative supervisory ... future supervisory activity. The team consists of both counterparty credit risk experts and quantitative specialists who work collaboratively to complete… 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
- The Hartford (Hartford, CT)
- …(CMR) with a primary focus on credit analysis and surveillance of counterparty risk , including our Bank and Trading counterparties. This position will report ... + Eight or more years of professional experience in credit analysis, counterparty , bank analysis, credit risk management and/or finance at an… 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 (Newark, DE)
- …services, wealth management and corporate banking. As a Basel Measurement Analytics (BM&A) Counterparty Credit Risk - Analyst within JPMorgan Chase & ... of calculating and reporting monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results. Your role will also involve analyzing… more
- Bank of America (Charlotte, NC)
- …datasets and interprets results using both qualitative and quantitative approaches Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... counterparty credit risk across the firm at both...counterparty credit risk across the firm at both TOH and legal...or equivalent work experience **Skills:** + Critical Thinking + Quantitative Development + Risk Analytics + … more
- PNC (Pittsburgh, PA)
- …models measuring interest rate risk and liquidity, securities valuation models, and counterparty credit risk measurement models, such as Potential Future ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant Sr. within PNC's Model Risk...- Knowledge of regulatory requirements related to market and counterparty credit risk models, including… more
- Fannie Mae (Washington, DC)
- …in any or more of the following areas related to mortgage finance activities: credit risk , counterparty credit risk , and interest rate risk . * ... *THE IMPACT YOU WILL MAKE* The *Internal Audit - Quantitative Model Risk - Senior Associate*role will...industry practices in credit , interest rate or counterparty credit risk modeling. *… more
- Bank of America (Jersey City, NJ)
- …include the ability to influence strategic direction, as well as develop tactical plans. Counterparty Credit Risk Portfolio Management (CCRPM) team manages ... Quantitative Finance Manager Jersey City, New Jersey;Charlotte, North Carolina...counterparty credit risk across the firm at both TOH and legal entity… more
- Bank of America (Jersey City, NJ)
- …and Technology teams, the candidate will provide support for the production of market risk and counterparty risk models. With a good working knowledge ... market risk infrastructure, data flows and market risk and counterparty risk models,...models. The candidate will liaise with Line of Business Risk Managers to provide quantitative risk… more
- Citigroup (Irving, TX)
- …testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk ... Risk Rating Process. RRA comprises around 50 quantitative risk analysts and other professionals located...50 risk models used within Citi Wholesale Credit Risk . **Job description AVP (RRA Irving… more
- M&T Bank (Abilene, KS)
- …macroeconomic environment to plan initiatives to accomplish enterprise-wide goals around the Counterparty Credit Risk (CCR) Management. Directly oversee a ... Experience Required:** + Bachelor's and/or Advanced degree in a quantitative field (Finance, Mathematics, Engineering, Physics, Computer Science, or...Statistics) + Minimum of 7 years of experience in counterparty credit risk or market… 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
