- Citigroup (New York, NY)
- …applications to develop analytical and simulation-based methodologies for predicting stress loss for market risk and counterparty credit risk ; Using python ... risk metrics including stress loss usage and risk capital for trading book assets including market...experience in the job offered or in a related quantitative occupation in the financial services industry. Employer will… more
- JPMorgan Chase (New York, NY)
- …focused on client needs **Preferred qualifications, capabilities, and skills** + Previous market or quantitative experience in Investment Grade Fixed income ... for over 3 million fixed income and derivative instruments, utilizing real time market intelligence from buy side and sell side market participants. You… more
- JPMorgan Chase (New York, NY)
- …systematic trading clients. Your focus will be on optimizing performance for quantitative strategies, in close collaboration with JPM's prime brokerage coverage and ... client-facing role, you will have the opportunity to work directly with quantitative systematic hedge fund clients. You will be responsible to deliver customized… more
- Citigroup (Queens, NY)
- The Risk Analytics, Modeling and Validation role involves the development, enhancement, and validation of methods for measuring and analyzing all types of risks, ... including market , credit, and operational. In areas related to credit risk , individuals in this role develop, enhance, and validate models for measuring obligor… more
- Mizuho Corporate Bank (New York, NY)
- …overseeing the model inventory via Archer, and fostering a strong risk -aware culture aligned with regulatory expectations. Key Responsibilities: + Strategic ... examinations, audits, and internal reviews related to model governance. + Model Risk Monitoring & Reporting: Strengthen the model risk reporting infrastructure,… more
- Citigroup (Queens, NY)
- Model Risk Management ("MRM") provides oversight for the MRM Framework, which consists of the policy, procedures, and processes. This is a model validation role in ... the Market Valuation Models group within MRM. The validator will...mortgage prepayment/default models, and derivative pricing models) used in risk management across firm and authorize their use based… more
- BlackRock (New York, NY)
- …results in a global perspective combined with targeted local expertise. Quantitative portfolio analytics support risk -efficient portfolio construction. Our teams ... management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary, and individual… more
- TD Bank (New York, NY)
- …Intelligence Unit, comprised of the Surveillance Data Quality Team, Surveillance Quantitative Analysis Team, and Surveillance Quality Assurance Team. The SIU in ... Team leads, who are responsible for identifying and escalating potential market abuse alerts to Advisory Compliance and business supervisors. The incumbent… more
- Mizuho Corporate Bank (New York, NY)
- …periodic and event-driven tuning and optimization of FCC models using quantitative analysis and ATL/BTL to determine appropriate configuration settings and ... thresholds values while consideration AML and OFAC Risk Assessments. + Execute a periodic Transaction Monitoring (TM) Risk & Typology Coverage Assessment,… more
- American Express (New York, NY)
- …**Operations** : Operational excellence to deliver enterprise value, accelerate time to market , reduce disruption, and mitigate risk **Global Leadership and ... project leadership with a strong emphasis on **cost control, schedule management, risk mitigation** , and **team leadership** . The successful candidate will be… more