- Capital One (Mclean, VA)
- Sr. Manager, Interest Rate Risk Management (Hybrid) Capital One's Balance Sheet Management group is seeking a motivated professional for a Senior Manager role on ... the Interest Rate Risk Management (IRR) Analytics team....Risk + 5+ years of experience in Options and Derivatives Analysis + 5+ years of experience in Fixed… more
- SMBC (Jersey City, NJ)
- …+ Manage the processes around daily P&L validation, explanation, and reporting for interest rate and XVA desks. + Actively engage in the enhancement ... of the independent price verification framework for rates derivatives products and xVA. + Lead creation/automation...services audit or capital markets advisory or fixed income product control. + Derivatives experience required. Experience… more
- Deloitte (Miami, FL)
- …(CVA) is a plus + Experience with wholesale/retail credit models (ie PD/LGD/ALLL), interest rate risk, counterparty credit risk, and/or operational risk models ... valuation of financial instruments (such as fixed income, equity, and credit derivatives , structured products , and other financial instruments) for both internal… more
- JPMorgan Chase (New York, NY)
- …cash flow projections for various CRE loan types. + Strong knowledge of securitized product , interest rate , credit, or other fixed income markets, with ... in derivatives (trading, sales, structuring, market risk, VCG, MGG, product control, or risk reporting). + Comprehensive understanding of CRE cash flow… more
- Santander US (Miami, FL)
- …physical delivery processing across ICE soft commodities, CME agricultural, energy, metals. FX and interest rate products + Key point of contact between ... and controls related to ETDs and Over-The-Counter "OTC" cleared derivatives ii) Resource & flow efficiency iii) Quality in...Strict control of the operational risks + Provide effective product expertise and support to the CIB ETDs business… more
- Aegon Asset Management (Baltimore, MD)
- …including AXIS/ALFA/MOSES/TRINITY. + Model and quantify risks including equity and interest rate sensitivities, cash flow variability, credit, alternative ... Master's degree) with expert knowledge in two or more products such as insurance liability, asset valuation, derivatives...Resource Groups (ERGs), which are formed around a shared interest or a common characteristic of diversity. ERGs are… more
- JPMorgan Chase (New York, NY)
- …predictive accuracy and insights. + Expertise in derivatives pricing, with focus on interest rate and credit products and models. JPMorganChase, one of ... Public Finance team that focuses on municipal bonds and derivatives . Municipal bonds are credit products that are similar to corporate bonds, except that there… more
- Truist (Charlotte, NC)
- …add new products or techniques as necessary. 2. Analyzing risk exposures for products in different interest rate and stress testing environments. 3. ... Investments, loan products , deposits, long term debt products , and derivatives . The analysts will have...the products and understand key measures/drivers of interest rate risk. 6. Collaborate with internal… more
- Charles Schwab (Lone Tree, CO)
- …focused on Market Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through the ... balance sheet modeling and analytics, market risk management, ALM derivatives , and net interest revenue forecasting. The...vendor models and developing in-house quantitative models to support interest rate risk management within ALM team.… more
- Citigroup (New York, NY)
- …as Foreign Exchange solutions for currencies trading and hedging solutions to cover Interest Rate , FX and Commodities risks; Track record of international ... its New York, New York location. Duties: Partner with product specialists to provide a full array of corporate...trade finance, custody and clearing, to loans, capital markets, derivatives , and structured products . Partner with investment… more