- 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
- JPMorgan Chase (New York, NY)
- … research team in New York **Job Summary:** As a Quantitative Research Associate in the Counterparty Credit Risk and Margin Quantitative ... to develop state-of-the-art analytics and risk management tools for counterparty credit risk and margin. You will...quantitative methods and analytical tools for modeling of counterparty credit risk and margin. + Provide… more
- Neuberger Berman (New York, NY)
- **Summary:** The Counterparty & Third Party Risk Team Lead 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 and approval of Neuberger Berman's… more
- JPMorgan Chase (Newark, DE)
- …and interpret RWA trends and present drivers to senior management. * Perform quantitative impact analysis on the firm's RWA and other capital exposures such as ... of the organization. * Self-motivated team-player. Must possess the ability to research and resolve issues independently while working across teams to acquire needed… more
- Federal Reserve System (San Francisco, CA)
- …In particular, the Team has developed an expertise in counterparty credit risk and contributes both quantitative and qualitative supervisory expertise in ... of the largest banking organizations in the country. The Quantitative Supervision and Research (QSR) Team provides...informing future supervisory activity. The team consists of both counterparty credit risk experts and quantitative… more
- Bank of America (Charlotte, NC)
- …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
- Citigroup (Irving, TX)
- …description AVP (RRA Irving Texas US)** + With oversight/guidance from senior staff, research , analyze, coding and document wholesale credit risk models for ... hypothesis testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk… more
- Bloomberg (New York, NY)
- …pricing derivative products across all major asset classes, including market data; counterparty credit , XVA and initial margin; value-at-risk and other market ... Posted May 30, 2024 - Requisition No. 125694 Bloomberg's Quantitative Analytics team is responsible for the design and...vendor, buy-side or sell-side institution developing models for XVA, counterparty credit risk, or hybrid derivatives. +… 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 ... Posted Jun 3, 2024 - Requisition No. 125734 Bloomberg's Quantitative Analytics team is responsible for the design and...risk metrics; climate risk; credit risk and liquidity risk. The team has two… more
- Huntington National Bank (Columbus, OH)
- …and/or other OTC trading systems + Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model monitoring ... a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, in-depth analysis, internal and regulatory risk… more
- Huntington National Bank (Columbus, OH)
- …and risk systems, in order to adequately capture the company's market and counterparty credit risk, and keep ongoing compliance with model risk management ... and/or quantitative modeling Preferred Qualifications: + Master's degree in a quantitative field + Direct market and/or counterparty risk modeling experience… more
- Mizuho Corporate Bank (New York, NY)
- …risk analytics models including controls to monitor their performance + Perform quantitative research to implement model changes, enhancements and remediation ... Summary As a Quantitative Market Risk Analytics Lead, you will be... field preferred + Deep understanding of Value-at-Risk and counterparty exposure models preferred + Experience with pricing 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 ... time series data for financial instruments across multiple asset classes + Research and develop next-generation outlier and variance detection methodologies + Build… more
- SMBC (New York, NY)
- …Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices ... model validation, model audit, and regulatory model reviews. **Role Objectives** + Research on the conceptual soundness of the capital-related market risk models,… more
- Citigroup (New York, NY)
- …with experience in enterprise risk management or related discipline (ie, counterparty , credit , liquidity, market, operational, and/or retail risk), management ... to identify and assess risks and maintaining the risk Inventory. . Research topics and develop analytics on industry trends and macroeconomic indicators and… more