- Wells Fargo (Charlotte, NC)
- …help drive our objectives in counterparty risk modeling. The candidate will implement the PFE and XVA combined modeling strategy to move away from the current siloed ... of a unified and shared modeling platform for both PFE and XVA + Develop and Lead the design,...intangibles or unprecedented factors + Primary Quant faceoff for PFE /XVA combined modeling strategy + Conduct research on trading… more
- Coinbase (Charlotte, NC)
- …(ie. job duties): * Develop, implement, and maintain Potential Future Exposure ( PFE ) models across all risk-bearing products * Design and calibrate margin models ... for exchange-traded and prime brokerage products * Enhance and support the Value-at-Risk (VaR) model to monitor and manage market risk * Develop, implement, and maintain liquidity models * Write production level code for model implementation * Conduct… more