- Citigroup (New York, NY)
- …a particular focus on Asset and Liability Management (ALM) and deposit analytics . + ** Methodology and Policy Development:** Leads cross functional workstreams ... assets and liabilities are transfer priced based on interest rates and liquidity values; executes firm-wide transfer pricing processes; and ensures retained costs… more
- TD Bank (New York, NY)
- …for our liquidity risk solutions, aligned with Regulatory requirements. + Apply liquidity Risk SME knowledge and lead projects. Define and manage the ... **Line of Business:** Technology Solutions **Job Description:** Director: Product Owner - Liquidity Risk The Liquidity Risk Technology group at TD Securities… more
- Citigroup (New York, NY)
- …(TTS) and Securities Services. TTS provides an integrated suite of Liquidity , Payments and Trade/Working Capital solutions to multinational corporations, financial ... facing the financial services industry. As a firm, our ability to effectively lead in this area will be a significant determinant of our future competitiveness.… more
- Citigroup (New York, NY)
- …financial risks + Establish enterprise limit framework tied to Citi's capital, liquidity , earnings constraints + Develop methodology to cascade enterprise limits ... to establish an enterprise limit framework tied to Citi's capital, earnings, liquidity constraints, and cascade such limit framework to applicable business operating… more
- MUFG (New York, NY)
- …scenario analysis, balance sheet projection capabilities and integration with broader treasury analytics . Leading effort in creating liquidity and interest rate ... (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics , data). Computing analytics using the Company's quantitative… more
- Citigroup (New York, NY)
- …(TTS) and Securities Services. TTS provides an integrated suite of Liquidity , Payments and Trade/Working Capital solutions to multinational corporations, financial ... services industry. As a firm, our ability to effectively lead in this area will be a significant determinant...eg Treasury, Capital Management & Planning, Quantitative Risk Management, Analytics + Strong familiarity with Bank Balance Sheet and… more
- Wells Fargo (New York, NY)
- … + Conduct research on improved PnL attribution, trading cost models, liquidity models, risk models, portfolio construction methodology , and signal generation ... structured products/exotic derivatives desk, support and enhance key quantitative analytics functions, and help advance the Equities exotics derivatives modeling… more
- TD Bank (New York, NY)
- …of advisory and capital market services and the premier provider of liquidity to corporations, governments and institutions. In the world's key financial centers, ... achieve their strategic and financial goals. Within TDS, the Quantitative Modeling and Analytics team provides models, analytics and quantitative support to the… more