- Wells Fargo (Charlotte, NC)
- …+ 4+ years PFE and XVA modeling and model implementation + 4+ years of front office derivatives Quant model experience + Team player with excellent ... the opportunity will support key platform changes in both front office and risk as it relates...multiple factors including intangibles or unprecedented factors + Primary Quant faceoff for PFE/XVA combined modeling strategy + Conduct… more
- US Bank (Charlotte, NC)
- …new model. Serves as an escalation point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and ... on emerging risk factors. Market risk factors such as, rates , fx, commodities, credit and equity are consideration for...across all asset classes to effectively have discussions with Front Office traders, Market Risk Officers, and… more