- Bank of America (New York, NY)
- …the company's interest rate risk measurement processes through our internal Earnings at Risk (EaR)/Net Interest Income (NII) and Economic Value of Equity ... with industry standard Interest Rate Risk measures such as Earnings at Risk (EaR) and Economic Value of Equity (EVE) + Experience with duration modeling… more
- Coinbase (Albany, NY)
- …margin models for exchange-traded and prime brokerage products * Enhance and support the Value- at - Risk (VaR) model to monitor and manage market risk * ... be pushed beyond what you think you're capable of? At Coinbase, our mission is to increase economic freedom...supported. *Team / Role:* As part of Coinbase's broader risk management organization, the Financial Risk Quant… more
- Bloomberg (New York, NY)
- …all major asset classes, including market data; counterparty credit, XVA and initial margin; value- at - risk and other Market Risk metrics; and credit risk ... Quantitative Finance. + Work experience at VP level or above (4+ years) at a Market Risk modelling team of a buy-side or sell-side institution, or at the… more
- SMBC (New York, NY)
- … risk on short-term earnings and longer term equity and economic value at risk . Monitor potential loss across different types of risks. Establish thresholds, ... rate risk on short-term earnings and longer term equity / economic value at risk , taking into account both a static analysis of interest rate margins and a… more
- Bloomberg (New York, NY)
- …Prior experience in Portfolio and Risk Management Solutions such as Value At Risk (VaR), Fundamental Review Trading Book (FRTB), Standard Initial Margin ... RISK Implementation Specialist, Enterprise Service, Bloomberg Financial Solutions...where they are. The Bloomberg Financial Solutions department is at the forefront of ensuring success for our customers… more
- SMBC (New York, NY)
- …VBA and visualization tools such as PowerBi and PowerPoint * Understanding of risk management concepts: Value- at - Risk (VaR), stress testing, and backtesting ... in their geography and the market for similar roles at the time of hire. The role may also...the 'Product and Data Management Team' within the Enterprise Risk stripe of Risk Management Department Americas… more
- JPMorgan Chase (New York, NY)
- …for assigned lines of business and deliver insights on Net Interest Income (NII) at risk , economic value sensitivity (EVE), and convexity impacts under multiple ... Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center of keeping JPMorgan Chase strong and resilient. You help… more
- Bloomberg (New York, NY)
- …+ Deep understanding of the Risk domain and regulations with emphasis on Market Risk (full valuation Value at Risk , term structure risk , historical ... worldwide exchanges. The Market Risk team within the Risk and Performance Platform group is currently at the forefront of Bloomberg's Risk offering. Our… more
- New York State Civil Service (Albany, NY)
- …* Reviewing traded products, related derivative and cash securities pricing techniques, Value- at - Risk , and/or counterparty credit risk modeling including ... of Title Senior Manager, Data Architecture (Financial Services Specialist 4 ( Risk ), SG-27) Occupational Category Financial, Accounting, Auditing Salary Grade 27… more
- Mizuho Corporate Bank (New York, NY)
- …participating in the development of methodologies and management of analytics for various risk models such as value- at - risk , stress testing, and capital ... Qualifications + Masters Degree in a quantitative field preferred + Understanding of Value- at - Risk model preferred + Knowledge of pricing and risk models for… more