- PennyMac (Westlake Village, CA)
- …for supporting the Portfolio Risk team's market facing activities as relates to interest rate risk management . This includes managing and executing ... analysis within a team environment. The Assistant VP Portfolio Risk Management will : + Analyze and...data-driven trading strategies across various Fixed Income products, including interest rate derivatives and Agency MBS. +… more
- JPMorgan Chase (New York, NY)
- …functional groups. **Preferred qualifications, capabilities, and skills:** + Balance sheet expertise, including interest rate risk management and fund ... At JPMorgan Chase, our Risk Management and Compliance team is at the heart of keeping the firm strong and resilient. We anticipate new and emerging risks, using… more
- Scotiabank (New York, NY)
- …roles and responsibilities to ensure US Treasury activities, particularly related to liquidity and interest rate risk management , are in compliance with ... associated with Liquidity Risk and governance. Monitor interest rate risk (IRR) in...including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk… more
- Citigroup (Getzville, NY)
- …+ Support the governance of funding, investing, and analytics of the balance sheet and interest rate risk management of consolidated Citigroup and ... liquidity drivers + Gain exposure to and learns about Citi's balance sheet, liquidity management , interest rate risk and investment activities as well as… more
- Capital One (Mclean, VA)
- …the validation of stress testing models, finance forecasting models and Interest Rate and Liquidity Risk Management models. Validations cover all aspects ... financial, and other quantitative models used in stress testing, interest rate risk , liquidity ...full or part-time status, exempt or non-exempt status, and management level. This role is expected to accept applications… more
- PNC (New York, NY)
- …trends and translate them into actionable strategies. * Understanding of regulatory frameworks and interest rate risk management . * Programming in ... including duration, convexity, and prepayment risk . * Analyze market trends, interest rate movements, and macroeconomic factors to guide portfolio decisions.… more
- MUFG (New York, NY)
- …broad stakeholders and treasury colleagues. + 5 or more years of Balance Sheet and Interest Rate Risk Management experience; including experience in ... this role is responsible for leading the development of Interest Rate Risk (IRR) management strategy including investment and derivative strategies, as… more
- Capital One (Mclean, VA)
- …working on the validation of CECL, CCAR stress testing models and Interest Rate and Liquidity Risk Management models. Validations cover all aspects of ... Manager, Quantitative Analysis - Model Risk Office At Capital One data is at...full or part-time status, exempt or non-exempt status, and management level. This role is expected to accept applications… more
- Principal Financial Group (Des Moines, IA)
- …framework. This includes prudent balance sheet management , liquidity risk oversight, interest rate risk management , and capital planning. The ... market, and regulatory developments to adjust ALM strategies as needed. + Interest Rate Risk & Liquidity Management + Oversee the interest rate … more
- Citigroup (Miami, FL)
- …a Business Lead Analyst for its Miami, Florida location. Duties: Perform cross-entity Liquidity and Interest Rate Risk management by working with GMT ... Sales & Trading Analyst or related position involving liquidity risk analysis and interest rate risk management for a bank. 5 years of experience… more