- Capital One (Mclean, VA)
- …requirements are satisfied. This includes identifying and managing market risks, specifically interest rate , credit, FX, and commodity, that affect or have ... monitoring and reporting for Capital One's Investment Portfolio, derivative businesses, and general interest rate and FX risk. This will include producing risk… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... support business strategies and initiatives and in conducting or assessing ad hoc quantitative analyses, modeling, or programming using Python, R, or SQL. * Coach… more
- TD Bank (Washington, DC)
- …securitization products, etc., to assess liquidity, funding, and interest rate impacts. Understanding of structured products, derivatives , mortgages, lending ... understanding key liquidity metrics. + Asset-Liability Management (ALM): understanding of interest rate risk, maturity mismatches, and balance sheet strategy.… more