- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... a highly skilled data architect with experience in data modeling , integration, and ensuring the quality of data in...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... and workflows.* Offers guidance on best practices for data modeling and architecture.* Advanced Analytics & Reporting* Builds architecture...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- JPMorgan Chase (New York, NY)
- …+ Ability to probe for additional information when required. + Experience in counterparty credit risk and XVA modeling can be useful, but is not ... New York and Singapore. The group manages both the counterparty credit and funding risks around client...exposure methodology and achieving full proficiency in the various modeling tools; + Shaping the more qualitative risk… more
- US Bank (New York, NY)
- …methods and proxying + Understanding of how market data impacts the downstream uses + Counterparty credit risk and CVA + Understanding of major market data ... derivatives counterparties and & secured financing transactions counterparties. The counterparty risk management function is responsible for...be run on emerging risk factors. Market risk factors such as, rates, fx, commodities, credit… more
- Mizuho Corporate Bank (New York, NY)
- …the development and management of methodologies and analytics for the suite of Wholesale and Counterparty credit risk models. The Candidate will manage the ... will act as the technical expert setting up the vision and standards for credit risk modeling . Responsibilities + Manage a team of 5 quantitative developers… more
- MUFG (New York, NY)
- …and execute risk reduction solutions (using instruments such as CDS, Credit Insurance, Securitizations, Loan sales and Risk Participations) and perform ... member of our recruitment team will provide more details. Credit Portfolio Management (CPM) is a global function that...portfolio ($2.0bn+) of coverage with a goal of efficient risk mitigation and the growth of profitable new origination.… more
- MUFG (New York, NY)
- … credit , derivatives, foreign exchange, rate swaps, cross currency swaps + Knowledge of counterparty credit and negotiation of ISDA / CSA + Ability to manage ... accounting of financial institutions clients Critical functions include assessing risk factors associated with each credit and...expertise, ideally with an Insurance sector focus + Strong credit skills and extensive analytical and modeling … more
- SMBC (New York, NY)
- …and changing conditions and to create a valid set of variables and scenarios. Have solid risk modeling skills to take into account various types of risk , ... potential loss across different types of risks (interest, convexity, duration, FX, counterparty , etc.). Test thresholds, at- risk levels, and exposure limits by… more
- JPMorgan Chase (New York, NY)
- …knowledge on-the-job with opportunities in one of the groups listed below: + **The Credit Risk Team** works in partnership with areas of the Commercial and ... risk analysis through interactive learning tools and hands-on modeling supported by your colleagues, teammates, and mentors. In... strength and approving and managing the firm's retained credit risk . This risk can… more
- Santander US (New York, NY)
- …for assessing and mitigating risks associated with cleared derivatives, including market, credit , liquidity, counterparty , and operational risks. + The ETD ... Markets ETD Risk Product Specialist, Vice President - New York...+ Through routine analysis leveraging available tools (stress scenario modeling , etc.), owns the identification of dislocation in Market/product… more