- Mizuho Corporate Bank (New York, NY)
- Summary As an Associate of Quantitative Market Risk Analytics , the primary role will involve actively participating in the development of methodologies and ... and governance of historical time series data + Develop Market Risk Analytics platform +...its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives, FX,… more
- Mizuho Corporate Bank (New York, NY)
- Summary The Credit Risk Analytics team lead is responsible for overseeing the development and management of methodologies and analytics for the suite of ... Wholesale and Counterparty credit risk models. The Candidate will manage the Credit Risk Analytics team, a division of the Risk Analytics Team, that… more
- Bloomberg (New York, NY)
- …Non-Agency and ABS securities, produce valuation metrics used to determine relative value, and develop risk analytics used to quantify market risk for ... Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business...and reports that help clients track model performance, quantify market risk , and assess relative value +… more
- KeyBank (NY)
- …Analytics Associate, you will be at the forefront of validating models for Market Risk , IRRBB (including NII, EVE, Deposit modeling), and Liquidity. Your ... learning techniques for model calibration. You will also incorporate the latest market risk trends - including heightened uncertainty around interest rate… more
- JPMorgan Chase (New York, NY)
- …Monitor portfolio risk metrics, including Strategic Stress Exposure (SSE), Gross Market Concentrations (GMC), and Wrong Way (WW) Risks, to ensure compliance with ... or Economics. + Minimum 3 years of experience in risk management, stress testing, or portfolio analytics ...Tableau. **Preferred qualifications, capabilities, and skills** + Experience in Market / Credit risk , Trading, or Trading… more
- Citigroup (New York, NY)
- …and oversees market risk coverage of the Global Equities desks. The Equity Market Risk team is responsible for measuring, monitoring, and analyzing ... limits/triggers. + Drive Projects to improve accuracy of Market Risk Analytics ; Frequent interaction...of Equity Markets and Products. Knowledge of Equity Derivatives products as a trader or risk… more
- Mizuho Corporate Bank (New York, NY)
- …the various methods used in anomaly detection and backfilling methodologies. + Work closely with Risk Analytics , Market Risk managers, and the Front ... data used in calculating VaR, SVaR, and other Market Risk metrics. You will have a...with data availability across Interest Rates, FX, Credit, and Equity asset classes. + Experience building productive working relationships… more
- Bloomberg (New York, NY)
- …teams: The Market Data Analytics team delivers high-performance, cross-asset market data systems that power critical pricing, risk , and analytics ... Senior Software Engineer - Core Financial Analytics Location New York Business Area Engineering and...internal systems have access to accurate, transparent, and real-time market data. The CFA department is made up of… more
- Mizuho Corporate Bank (New York, NY)
- As Vice President of Financial Crimes Modelling and Analytics , you will act as a model owner for Mizuho America's Financial Crimes ("FCC") Models. Your primary ... appropriate configuration settings and thresholds values while consideration AML and OFAC Risk Assessments. + Execute a periodic Transaction Monitoring (TM) Risk … more
- Mizuho Corporate Bank (New York, NY)
- As Director of Financial Crimes Modelling and Analytics , you will act as a model owner for Mizuho America's Financial Crimes ("FCC") Models, which include ... configuration settings and thresholds values while consideration AML and OFAC Risk Assessments. + Conduct periodic Productivity Assessments to evaluate the continued… more