- MUFG (New York, NY)
- …credit and market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec, PFE , Credit utilization. + Experience with Markit Financial Risk Analytics. **Personal ... disqualification pursuant to Section 3(a)(39) of the Securities and Exchange Act of 1934 or Section 8a(2) or 8a(3)...1934 or Section 8a(2) or 8a(3) of the Commodity Exchange Act, and (b) they do not conflict with… more
- Coinbase (Albany, NY)
- …risk framework for Coinbase's next-generation products. You will work closely with senior quant researchers and collaborate directly with risk managers, product and ... (ie. job duties): * Develop, implement, and maintain Potential Future Exposure ( PFE ) models across all risk-bearing products * Design and calibrate margin models… more
- MUFG (New York, NY)
- …and regulatory guidelines + Report and present Counterparty Credit Risks to senior management, risk committees, and regulators + Work with the risk analytics ... swaps and structured products + Expertise in counterparty risk analytics including PFE , EPE, CVA and stress testing.Exceptional communication and writing skills with… more
- CIBC (New York, NY)
- …conduct proper risk testing + Assess complex PB, OTC, FX and Exchange Traded portfolios conducting stress, historical and scenario analysis calculations. + Provide ... Risk, or Counterparty Risk + Knowledge of VAR and/or PFE methodologies + Familiarity with methodologies for quantifying and...and analyzing market and credit risks and knowledge of exchange traded and OTC derivative products (FX, IR, Equities,… more