• AVP , Quantitative Investment Risk - Asset…

    Aflac (New York, NY)
    …Experience modeling public and private fixed income asset classes, public and private equity , derivatives and alternatives is desirable + Knowledge of statistics ... AVP , Quantitative Investment Risk - Asset Liability Management...teams to ensure alignment of investment strategy with liability structures . In addition to investments, this person will also… more
    Aflac (10/05/25)
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  • Quantitative Developer - Counterparty Credit Risk,…

    Citigroup (New York, NY)
    …exposure calculation concepts.** * **Strong interest and foundational knowledge in Equity derivatives pricing, including concepts like stochastic volatility ... **Organization** , is responsible for developing cutting-edge analytical models for derivatives risk and exposure calculations Firm-wide. The scope of this dynamic… more
    Citigroup (10/18/25)
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  • Agency Loan Administrator

    Mizuho Corporate Bank (New York, NY)
    …professionals, and its capabilities span corporate and investment banking, capital markets, equity and fixed income sales & trading, derivatives , FX, custody ... The Agency Loan Administration Unit (LAU) AVP supports the Section Head in the Closing...to and will handle various products such as ABL, equity fund finance and residential mortgage, as well as… more
    Mizuho Corporate Bank (10/17/25)
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