- M&T Bank (Buffalo, NY)
- …support in the development and analysis of quantitative /econometric behavioral models used for credit risk , interest rate risk and liquidity risk ... and developing quantitative behavioral models used for credit risk , interest rate risk ...of 2 years' statistical analysis programming experience + Financial Risk Manager (FRM) or Chartered Financial Analyst … more
- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... models for the US Agency MBS/CMBS, US Residential Non-Agency, Credit Risk Transfer (CRT), Mortgage Insurance, HELOC/HEL,...new home price model. **Who you are** An innovative quantitative research analyst with a strong interest… more
- Bloomberg (New York, NY)
- Quantitative Analyst - Credit Derivatives Location New York Business Area Product Ref # 10046821 **Description & Requirements** **Bloomberg FX/Commodity/ ... deliver cutting-edge models for derivative market data, pricing, and risk . Our work powers everything from the Bloomberg Terminal...management, and valuation services. We're looking for a Quant Analyst with deep expertise in credit derivatives… more
- Capital One (New York, NY)
- Senior Associate, Quantitative Analyst - Model Risk Audit At Capital One data is at the center of everything we do. As a startup, we disrupted the credit ... leader in the world of data-driven decision-making. As a Quantitative Analyst at Capital One, you'll be...a unique vantage point to review models and model risk practices across the enterprise and the opportunity to… more
- Citigroup (New York, NY)
- …Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to ensure appropriate governance and ... Build automated market making capacities for credit products such as corporate bonds. Develop and...analytics libraries used for automated market making, pricing and risk -management + Create, implement, and support quantitative … more
- M&T Bank (Buffalo, NY)
- **Overview:** We are seeking a highly skilled and analytical Quantitative Risk Analyst Lead to join the Consumer Credit Risk Management team. This ... Analysts in establishing, monitoring, evaluating and interpreting data with a credit risk management focus with an understanding of business goals… more
- M&T Bank (Buffalo, NY)
- …with an understanding of business strategy. + Develop and maintain working knowledge of Credit Risk databases to provide data and analytical support to Senior ... analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Credit Risk Management. + Track portfolio performance and risk … more
- S&P Global (New York, NY)
- …to automate, speed up and scale the quantitative assessment of credit , climate, third-party risk management, and Maritime and trade. **Responsibilities & ... S&P Global level, from building the next generation of credit risk assessment, scenario analysis and early...scenario analysis and early warning signals models, to climate risk modelling, to developing quantitative models to… more
- Citigroup (New York, NY)
- The Quantitative Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the ... **Responsibilities:** + Develop analytics libraries used for pricing and risk -management + Create, implement, and support quantitative ...with control functions such as Legal, Compliance, Market and Credit Risk , Audit, Finance in order to… more
- Citigroup (New York, NY)
- The Market Quantitative Analysis (MQA) team is looking for a senior Quantitative Analyst to join the front office Commodities Quant team. Our role in MQA is ... **Responsibilities:** + Develop analytics libraries used for pricing and risk -management + Create, implement, and support quantitative ...Model Risk Management, Legal, Compliance, Market and Credit Risk , Audit, Finance in order to… more