- Fannie Mae (Plano, TX)
- … risk policy and current industry practices in credit , interest rate or counterparty credit risk modeling . * Communicate technical subject matter ... areas related to mortgage finance activities: credit risk , counterparty credit risk...mortgage finance and secondary mortgage market * Knowledge of credit risk modeling of single-family… more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... a highly skilled data architect with experience in data modeling , integration, and ensuring the quality of data in...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... and workflows.* Offers guidance on best practices for data modeling and architecture.* Advanced Analytics & Reporting* Builds architecture...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- JPMorgan Chase (New York, NY)
- …+ Ability to probe for additional information when required. + Experience in counterparty credit risk and XVA modeling can be useful, but is not ... New York and Singapore. The group manages both the counterparty credit and funding risks around client...exposure methodology and achieving full proficiency in the various modeling tools; + Shaping the more qualitative risk… more
- Scotiabank (New York, NY)
- Senior Manager, US Counterparty Credit Risk **Requisition ID:** 234013 **Salary Range:** 171,018.00 - 224,700.00 _Please note that the Salary Range shown is ... an inclusive and high-performing culture. TITLE: Senior Manager, US Counterparty Credit Risk DUTIES: Scotia...mathematical modeling of financial risks; managing financial risk in market risk and counterparty… more
- US Bank (New York, NY)
- …methods and proxying + Understanding of how market data impacts the downstream uses + Counterparty credit risk and CVA + Understanding of major market data ... derivatives counterparties and & secured financing transactions counterparties. The counterparty risk management function is responsible for...be run on emerging risk factors. Market risk factors such as, rates, fx, commodities, credit… more
- JPMorgan Chase (Plano, TX)
- …Coverage Vice President, you will be a key player in managing and mitigating counterparty credit risk . you will employ your exceptional analytical abilities ... at all times. **Job Responsibilities** + Act as the Counterparty Credit Risk Lead to... Management who can make immediate contributions preferred. + Modeling skills in Excel (VBA), SQL, Tableau and Python… more
- PNC (Pittsburgh, PA)
- …at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, such as Potential Future Exposure ... to the company's success. As a Quantitative Analytics and Modeling Consultant Senior Validator within PNC's Model Risk...- Knowledge of regulatory requirements related to market and counterparty credit risk models, including… more
- Mizuho Corporate Bank (New York, NY)
- …the development and management of methodologies and analytics for the suite of Wholesale and Counterparty credit risk models. The Candidate will manage the ... will act as the technical expert setting up the vision and standards for credit risk modeling . Responsibilities + Manage a team of 5 quantitative developers… more
- JPMorgan Chase (Chicago, IL)
- …Products, Corporate and Investment Bankers, Treasury Services and Traders to analyze, structure, risk grade, and approve credit exposures. You will be an ... Bring your expertise to JPMorganChase. As part of Risk Management and Compliance, you are at the...quo and striving to be best-in-class. As a Lead Credit Officer - Vice President on the Specialty Finance… more