- 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
- JPMorgan Chase (New York, NY)
- …risks managed by the Treasury/Chief Investment Office include structural interest rate and foreign exchange risk. Products utilized include long-term debt, ... fixed income securities, interest rate swaps, cross currency swaps and credit related products . As a Global Controller - Associate within the Treasury/Chief… more
- Scotiabank (New York, NY)
- …corporate banking, institutional equity sales, trading and research, fixed income products , derivatives , energy, foreign exchange and precious & metals. ... full range of investment banking, credit and risk management products and services relevant to the financing and strategic...and scenario analysis + Monitor exposure to credit, prepayment, interest - rate , and structural risk factors in whole… more
- Mizuho Corporate Bank (New York, NY)
- …Securitization, ABL, etc.). The AVP will have exposure to and will handle various products such as ABL, equity fund finance and residential mortgage, as well as ... facilities including monitoring borrowing status, prepare new borrowings, rollovers, rate sets, conversions, repayments and prepayments Calculate, invoice and… more
- PNC (New York, NY)
- …practices in a banking environment. *Understanding of regulatory frameworks and interest rate risk management. *Excellent analytical, communication, and ... the ALM organization and manages 200+bn in securities and derivatives ; Agency MBS is a large part of the...excess returns within the MBS universe. There are no product silos in the CIO Investments team; the successful… more
- AIG (Parsippany, NJ)
- …equity securities. In addition, AIG's derivative portfolio consists primarily of foreign exchange derivatives but also includes interest rate and other ... Who we are AIG, Inc. is a leading provider of insurance products and services for commercial and personal insurance customers. It includes one of the world's most… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... * Expertise in quantitative analytics applied to one or more areas within credit, interest rate , counterparty credit risk, and/or fixed income valuation in the… more
- Fannie Mae (Reston, VA)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... * Expertise in quantitative analytics applied to one or more areas within credit, interest rate , counterparty credit risk, and/or fixed income valuation in the… more
- JPMorgan Chase (New York, NY)
- …of the team. **Job Responsibilities** + Perform thorough reviews of complex credit, interest rate , and equity pricing models, including valuation engines and ... validation, and governance within financial services, with a strong understanding of credit, interest rate , and equity pricing models. JPMorganChase, one of the… more
- AIG (Parsippany, NJ)
- …equity securities. In addition, AIG's derivative portfolio consists primarily of foreign exchange derivatives but also includes interest rate and other ... Who we are AIG, Inc. is a leading provider of insurance products and services for commercial and personal insurance customers. It includes one of the world's most… more