- Scotiabank (New York, NY)
- …**What You'll Bring:** + Deep Expertise: 5+ years of experience in Non-Agency Mortgage modeling and analytics, with strong technical knowledge of mortgage ... the development, governance, and production of models, analytics, and risk metrics for Scotiabank's Whole Loan Mortgage ...and risk metrics for Scotiabank's Whole Loan Mortgage and RMBS trading products. The role requires strong… more
- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Mortgage Insurance, HELOC/HEL, Auto...Agency MBS Sector with a focus on term structure modeling , PnL tracking, and risk management +… more
- PNC (New York, NY)
- …As a Business Analytics Consultant Senior within PNC's Balance Sheet Analytics & Modeling organization. You will be based in Pittsburgh, PA, Tyson's Corner, VA, New ... field on a regular basis. Role Overview: The Model Risk Operations Team (Ops Team) supports all teams in...across the enterprise and collaborates with members from the modeling community and partners in the Second Line of… more
- Scotiabank (New York, NY)
- …financing with the bank's clients. **The Senior Manager will:** + Be the primary market risk management lead for the US Mortgage Business in its entirety. + Be ... responsible for the establishment of risk limits related to all of the ...Relations team. + Require significant interaction with the Financial Engineering/ Modeling team, the Market Risk Model Development… more
- US Bank (New York, NY)
- …review and validate a wide range of models including treasury, liquidity, PPNR, mortgage servicing rights, counterparty credit risk and market risk ... experience + 6+ years of experience leading a quantitative modeling team + Advanced degree in quantitative discipline such...Risk Metrics, and Bloomberg + Demonstrated experience with mortgage finance, such as mortgage servicing rights… more
- PNC (New York, NY)
- …Oversight: Monitor and assess securitization transactions to ensure appropriate risk transparency, modeling integrity, and regulatory compliance. * ... to the company's success. As a Capital and Transversal Risk Team Lead within PNC's Market Risk ...any registered role, the Secure and Fair Enforcement for Mortgage Licensing Act of 2008 (SAFE Act) and/or the… more
- JPMorgan Chase (New York, NY)
- …the box, challenging the status quo and striving to be best-in-class. As a Quant Modeling Lead within our Risk Management team, you will be responsible for ... Bring your expertise to JPMorgan Chase. As part of Risk Management and Compliance, you are at the center...assess model behavior and suitability of pricing models/engines for Mortgage -Backed Securities and other securitization products + Guide on… more
- Janus Henderson Investors (New York, NY)
- …Physics, Engineering, or related field). + Experience: Minimum 5 years in mortgage analytics, quantitative research, or portfolio modeling within an asset ... We are seeking an experienced quantitative professional to join our residential mortgage whole loan acquisition and portfolio management team. This role will focus… more
- TD Bank (Westhampton Beach, NY)
- …deep expert process management knowledge and deep expert knowledge of the risk profile for team processes supported, advanced knowledge in identifying, tracking and ... Oversees management of team requiring workforce to decision on acceptable level of risk -Moderate to High risk potential (loss/reputational) + Acts as the highest… more
- JPMorgan Chase (New York, NY)
- This role sits within a high-performing quantitative modeling group focused on Residential Mortgage -Backed Securities (RMBS) and related structured products. The ... maintaining, and enhancing advanced models and analytical tools that drive valuation, risk assessment, and market-making activities across the firm's trading and … more