- 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
- Ally (Albany, NY)
- …opportunity to work with other groups within the broader team including the liquidity, interest rate and counterparty risk teams. **The Work Itself** * Prepare, ... research and other sources * Learn investment and hedging products /strategies and understand how they fit into Ally's balance...* Familiarity with Bloomberg and/or QRM a plus * Interest in capital markets (eg fixed-income, equities, derivatives… more
- Citigroup (New York, NY)
- …knowledge of fixed income valuation, derivatives , margin and hedge instruments including interest rate swaps, cross currency swaps and options * Clear and ... corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment… more
- Fannie Mae (Reston, VA)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... in all areas of the mortgage finance business. This may include mortgage products and securities, borrower behavior, investment and hedging strategies, residential… more
- JPMorgan Chase (Los Angeles, CA)
- …and Skills** + MBA + Knowledge of capital markets and the macro interest rate environment + Knowledge of account maintenance procedures, loan closing ... industry + In-depth knowledge of bank loan, deposit, mortgage and credit products + Ability to understand the overall credit capabilities and risk management… more