• Quant Analyst - Market Risk

    Bloomberg (New York, NY)
    …derivatives portfolios, VaR, stressed VaR and various tail-risk measures, regulatory capital calculations, CCAR scenarios, FRTB, SIMM and liquidity Assessment. The ... deployment into production in collaboration with our Model Validation, Engineering, and Product Manager partners. The QMLRA group has an open position in New York… more
    Bloomberg (07/01/25)
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  • Director, Trade Surveillance - Data Quality

    TD Bank (New York, NY)
    …a broad range of issues including non-routine information. + Focuses on longer-range planning for functional area (eg 12 months or greater). + Manages and ... surveillance models and automation techniques. + Advanced degree in Finance , Data Science, Computer Science, or related fields. **Physical Requirements:**… more
    TD Bank (06/07/25)
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