- 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
- Federal Reserve System (San Francisco, CA)
- …design, implementation, testing, production, validation, and performance assessment. + Perform quantitative analysis related to counterparty credit risk, ... works for everyone. The Quantitative Supervision and Research (QSR) Team within our Supervision + Credit...roles on various modeling teams, particularly teams responsible for counterparty credit risk modeling and securities valuation… 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
- 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 ... goal of directing and informing future supervisory activity. The team consists of both counterparty credit risk experts and quantitative specialists who work… 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 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
- Huntington National Bank (Columbus, OH)
- …environment. Duties and Responsibilities: + Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model ... a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, in-depth analysis, internal and regulatory risk… 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
- 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
- NRG Energy, Inc. (Houston, TX)
- …developments as well as timely compliance to existing regulations + Provide research as needed to identify possible strategic business opportunities + Support NRG's ... Qualifications:** + Undergraduate degree, preferable in mathematics, engineering, or other quantitative field from an accredited college or university + Experience… more