- Citigroup (Getzville, NY)
- … of the balance sheet. This includes** **Participates in managing liquidity and interest rate risk , the capital/legal entity structure and capital ... of Transfer Pricing and other Intercompany items** **Thorough knowledge of key Interest Rate Risk metrics (IRE, EVS) , working knowledge of Citigroup… more
- M&T Bank (Buffalo, NY)
- …including time series, scorecard, logistic regression, financial valuation or panel data models for credit risk , interest rate risk or liquidity risk ... maintain, analyze and manage quantitative/econometric behavioral models used for credit risk , capital planning and/or underwriting. Assists with directing daily and… more
- Raymond James Financial, Inc. (New York, NY)
- …Stress testing frameworks across multiple risk disciplines (eg Capital, Liquidity, Interest Rate , Credit, Market, and Non-financial risks). + Scenario design ... test components + Design and oversee the administration of scenarios across risk disciplines and activities (eg, CECL, CCAR, Liquidity, and Operational Resilience)… more
- New York State Civil Service (New York, NY)
- …is seeking a Senior Quantitative Portfolio Analyst to join its investment risk management team to oversee portfolios across multiple asset classes. This position ... reports to the Chief Investments Risk Officer. Responsibilities include, but are not limited to:*...experience* Strong financial modeling skills* Prior background in fixed-income analytics (equity market experience a plus)* Proficiency in Python… more
- PNC (New York, NY)
- …initiatives that affect PNC's balance sheet, particularly as these initiatives relate to interest rate risk , regulatory capital, and liquidity requirements. ... **Preferred Skills** Asset Allocation, Auditing Operations, Business Case Analyses, Credit Risk Analysis, Data Analytics , Data Visualization, Decision Making,… more
- JPMorgan Chase (New York, NY)
- …is responsible for firm-wide asset and liability management, including management of the firm's interest rate risk , structural foreign exchange risk , ... and funding teams, as well as the LOB Treasury teams, and Liquidity Risk Management. Your Liquidity Management responsibilities include, but are not limited to:… more
- JPMorgan Chase (New York, NY)
- …As an Associate in Automated Trading Strategies, you will be primarily focusing on Interest Rate Swap markets. You must be responsible, independent, driven, and ... edge proprietary quantitative models that drive our automated trading systems (pricing, risk management and execution), the oversight of day-to-day risk and… more
- Lockheed Martin (Owego, NY)
- …builds and installations are accurately identified and managed Provide input to Risk and Opportunities to identify and mitigate potential risks to quality Identify ... specific Software Quality Assurance risk areas to be considered for audit, and analyze...software processes\. Demonstrated skills in problem solving and data analytics \. Familiar with Agile methodologies\. **Security Clearance Statement:** This… more
- SMBC (New York, NY)
- …science or related field, Master's degree preferred; + Exposure to various Liquidity, Interest Rate Risk , Capital Regulations. Experience in Regulatory ... strong understanding of financial markets, instruments, US regulatory framework and risk management techniques. **General Department Description** This role will be… more
- Citigroup (Getzville, NY)
- … of the balance sheet. This includes + Participate in managing liquidity and interest rate risk , the capital/legal entity structure and capital planning ... capital markets activities including commercial paper and securitization; liquidity, accrual risk oversight and transfer pricing. + Exposure to Citi's balance sheet… more