- Wells Fargo (Charlotte, NC)
- …+ 4+ years PFE and XVA modeling and model implementation + 4+ years of front office derivatives Quant model experience + Team player with excellent ... away from the current siloed frameworks. In addition to strategic framework development, the opportunity will support key platform...the opportunity will support key platform changes in both front office and risk as it relates… more
- SMBC (Jersey City, NJ)
- …**Role Description** The Modeling team in Capital Management Function is seeking a Quant analytics VP to work on various potential projects related to Stress testing ... teams, including Asset and Liability Management (ALM), Risk and front -line Business (iii) Collaborating with internal stakeholders to manage quantitative… more