- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... MBS markets. We also develop the home price and interest rate models that help power our...rate /volatility scenario analysis, per path OAS analysis, and risk measurement/ risk management of US… more
- M&T Bank (Buffalo, NY)
- …development and implementation process for behavioral models supporting the firm's credit risk management , interest rate risk , liquidity risk , ... modeling practices ,as well as credit risk management , balance sheet management , interest rate risk and liquidity risk management … more
- M&T Bank (New York, NY)
- … risk , interest rate risk and liquidity risk management , as... risk , interest rate risk and liquidity risk management , as ... customer or Bank behavior for purposes of credit, interest rate , liquidity or stressed capital risk management . Understand the context of the Bank's data… more
- M&T Bank (Buffalo, NY)
- … risk , interest rate risk and liquidity risk management , as... risk , interest rate risk and liquidity risk management , as ... or Bank behavior for purposes of interest rate , liquidity or stressed capital risk . +... and Bank-wide stakeholders, including the business lines and Risk Management colleagues to demonstrate key … more
- MUFG (New York, NY)
- …treasury functions including funding and liquidity risk management , asset liability management , interest rate risk measurement / modeling / ... of regulatory developments and interpret the impact on Liquidity and Funding risk management measurement practices. + Work closely with Global colleagues and US… more
- JPMorgan Chase (New York, NY)
- …as loan amendments and liability management + Coordinate with investment banking coverage, interest rate /FX risk management to provide clients with ... structuring and executing bond issuances, syndicated bank facilities, and liability management transactions. JP Morgan is the leader in Investment Grade Finance,… more
- M&T Bank (New York, NY)
- …+ Takes a leadership role in developing interest rate risk and other balance sheet management strategies, leading to strategic recommendations + ... is a significant component of the Bank's balance sheet risk management function. . In carrying out...the risk appetite and tolerances for the interest rate risk . **Managerial/Supervisory Responsibility:**… more
- SMBC (New York, NY)
- …Description** Using a number of modeling techniques and data structures, project the potential interest rate risk on short-term earnings and longer term ... **Role Objectives: Delivery** Run models that project the potential interest rate risk on short-term.... Have a working knowledge of information technology, data management and statistical analysis to create meaningful modeling and… more
- JPMorgan Chase (New York, NY)
- …Conduct quantitative research and develop software to support pricing and risk management for interest rate derivatives. Design, implement, and optimize ... and manage risk for linear and non-linear interest rate derivatives. Develop and maintain ...quantitative finance challenges. Create and refine analytical tools for risk management , asset optimization, pricing, and relative… more
- TD Bank (New York, NY)
- …to: + Providing effective challenge and risk management insights related to key interest rate risk measures, such as Economic Value of Equity and Net ... United States of America **Hours:** 40 **Line of Business:** Risk Management **Pay Detail:** $110,000 - $160,000...capital, liquidity, and non-trading market risk (or interest rate risk in the… more