- M&T Bank (Boston, MA)
- **Overview:** Proactively uncovers Interest Rate Risk (IRH) derivatives and/or (Foreign Exchange) FX transactions. Supports the sales, cost and process ... the Bank's Relationship Manager knowledge and sales ability with IRH derivatives or FX transactions strategic selling. **Primary Responsibilities:** + Lead the… 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 ... advanced research projects. Qualifications: + Bachelor's degree in a technical/ quantitative discipline such as statistics, math, actuarial science, computer science,… more
- JPMorgan Chase (New York, NY)
- …**Preferred qualifications, capabilities, and skills** + Experience with Securitized Products and Interest Rate Derivatives + Experience with Prepayment ... verbal) + Good understanding of option pricing theory (ie quantitative models for pricing and hedging derivatives ) + Good coding skills, for example in C/C++ or… more
- Bank of America (New York, NY)
- …knowledge of interest rate markets, and pricing and risk management of interest rate derivatives in the context of enterprise risk hedging. + Perform ... Enterprise Risk Management measures and limits. + Partner with Quantitative Finance ("QF") and Balance Sheet Management ("BSM") to...rate markets, and pricing and risk management of interest rate derivatives in the… more
- MUFG (New York, NY)
- …team will provide more details. **Job Description Summary:** This function covers Interest Rate and Currency Swaps/ Derivatives area. The incumbent ... **Responsibilities:** + Assist senior marketers with client coverage and derivatives trade execution. + Maintain client engagement through regular communication… more
- Fannie Mae (Reston, VA)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... in quantitative analytics applied to one or more areas within credit, interest rate , counterparty credit risk, and/or fixed income valuation in the financial… more
- Charles Schwab (Lone Tree, CO)
- …this role, you will be responsible for deploying vendor models and developing in-house quantitative models to support interest rate risk management within ... balance sheet modeling and analytics, market risk management, ALM derivatives , and net interest revenue forecasting. The...you will play a key role in the overall interest rate risk management, strategic optimization of… more
- CIBC (New York, NY)
- …loan products (mortgages, auto loans/leases, credit card debt, lines of credit) and interest rate derivatives ; + Results-oriented self-starter who shows a ... any issues that may arise from the seller transaction. Works with the Derivatives desk on transactions that require a hedge arrangement to ensure that proper… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... and support business strategies and initiatives. Perform ad hoc quantitative analyses, modeling, or programming using SAS, SQL, R,...analytics applied to one or more areas within credit, interest rate , counterparty credit risk, and/or fixed… more
- KeyBank (NY)
- …asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives , commodities, FX, CDS, fixed income, and ... Square, Cleveland Ohio **ABOUT THE JOB** As a Senior Quantitative Analytics Associate, you will be at the forefront...latest market risk trends - including heightened uncertainty around interest rate movements and increased market volatility… more