- 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
- 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
- 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 Quantitative market risk analytics specialist responsible for developing... field preferred + Deep understanding of Value-at-Risk and counterparty exposure models preferred + Experience with pricing and… more
- SMBC (White Plains, NY)
- …minimum 5 years of work experience in model development, model validation, quantitative research , risk management + Experience in derivative pricing ... is seeking a Model Validation Vice President with strong quantitative background to join the Market & Liquidity Model...(particularly interest rate and FX products), interest rate, counterparty credit risk, market risk, liquidity risk… 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