- Bloomberg (New York, NY)
- Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 **Description & ... valuation metrics used to determine relative value, and develop risk analytics used to quantify market ...MBS markets. We also develop the home price and interest rate models that help power our… more
- JPMorgan Chase (New York, NY)
- … team within the Treasury/Chief Investment Office, you will be focusing on Interest Rate Risk (IRR) analytics and strategy. You will be involved in both ... and strategic initiatives around balance sheet analysis. This includes measuring the firm's interest rate risk , understanding balance sheet composition and… more
- Wells Fargo (Charlotte, NC)
- …Fargo is seeking a Balance Sheet Management Analyst to support the preparation of forecast and interest rate risk analytics and reporting for use by ... for managing Wells Fargo's balance sheet including capital, liquidity, funding, and interest rate risk management. Treasury seeks to ensure Wells Fargo… more
- JPMorgan Chase (Columbus, OH)
- …SQL queries / Python scripts that support interest rate risk , forecasting and other treasury analytics on state-of-the-art platforms including Databricks ... the Consumer & Community Banking finance organization? Join our Core Treasury Analytics team and create our newest segmentation empowering a client driven approach… more
- Bank of America (New York, NY)
- EFR Interest Rate Risk Manager Charlotte,...Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Data and Trend Analysis + ... goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic scenarios,… more
- JPMorgan Chase (New York, NY)
- …an Associate in the Risk Management - Treasury and Chief Investment Office - Interest Rate Risk Management team, you will be responsible for managing the ... firm's interest rate risk exposure. This...firm's interest rate risk exposure. This exposure arises from...with technology, data, and modeling teams to enhance the risk and finance analytics platform. Automate reporting,… more
- Raymond James Financial, Inc. (St. Petersburg, FL)
- …support the ongoing management of and strategic decision making related to the Firm's interest rate risk management and reporting. A successful candidate ... a focus on delivering timely, accurate, and insightful materials to senior management, the Interest Rate Risk Working Group, RJF Asset Liability Committee… more
- Federal Home Loan Bank of Boston (Boston, MA)
- …Familiarity with off-balance sheet instruments, asset liability management (ALCO) strategies and interest rate risk management techniques required. + ... Member Risk & Analytics Manager Location Boston...financial weakness due to changes in conditions such as interest rate movements, shifts in balance sheet… more
- PNC (Pittsburgh, PA)
- …important models including Value at Risk (VaR) models, derivative pricing models, interest rate models, and counterparty credit risk measurement models, ... have an opportunity to contribute to the company's success. As a Quantitative Analytics and Modeling Consultant Senior Validator within PNC's Model Risk … more
- KeyBank (Cleveland, OH)
- …the latest market risk trends - including heightened uncertainty around interest rate movements and increased market volatility - ensuring our models ... Cleveland Ohio **ABOUT THE JOB** As a Senior Quantitative Analytics Associate, you will be at the forefront of...liability models, deposit pricing and runoff models, or other risk models spanning interest rate … more