- PNC (New York, NY)
- …for the organization. The candidate will work closely with Market Risk Oversight, Model Validation , Treasury , ALM, Finance and the Capital Markets Group ... Quantitative Analytics & Model Development Group Manager Sr. within PNC's Market Risk organization, you will be based in New York, NY, Pittsburgh, PA, Cleveland,… more
- Wells Fargo (New York, NY)
- …knowledge of SR 11-7 and OCC 2011-12 supervisory guidance + Solid understanding of Treasury , Finance and Model Risk Management functions + Working knowledge ... Lead Quantitative Analytics Specialist to provide audit coverage of models/ model risk management with a focus on,...of hands-on experience in the model development, validation , or auditing of Treasury & Finance… more
- SMBC (Jersey City, NJ)
- …in ALM/IRRBB domain (eg non-maturity deposit decay rate, beta, prepayment, etc.) Collaborate with model owners and model validation team to address ... oriented individual for the position of VP, Quantitative Analytics within Corporate Treasury . The role involves leading the quantitative model development… more
- JPMorgan Chase (New York, NY)
- …balance sheet products such as mortgages, deposits, credit cards, and wholesale loans and Support model risk and validation reviews by documenting model ... challenging the status quo and striving to be best-in-class. As an Associate in the Risk Management - Treasury and Chief Investment Office - Interest Rate … more
- M&T Bank (New York, NY)
- …of quantitative risk management. Lead engagements with colleagues in Model Risk Management for model validation exercises. + Provide guidance and ... to support data, systems and forecasting needs of Treasury 's credit, interest rate risk , liquidity ...and familiarity with key aspects of model risk management and model validation ,… more
- SMBC (New York, NY)
- …with supervisory expectations. + Drive discussions with Analytics, Model Validation , IT, Front Office, Operations, Risk , Legal, Compliance, and other ... derivatives as well as exchange traded products such as treasury bonds, interest rate futures & options, currency futures,...functional groups - Credit Risk Group, Market Risk and Analytics Group, Model Risk… more
- Bank of America (New York, NY)
- …required documentation and testing to support model risk management, ongoing model review and validation . + Work with front office technology teams to ... of a portfolio composed of interest rate swaps, US Treasury securities, and other exchange-listed interest rate derivatives by... risk , and conduct time series analysis to model risk correlations and overall market behavior.… more
- HSBC (New York, NY)
- …activities covering a wide range of products such as interest rates, treasury / money markets, options, swaps, structured derivatives, foreign exchange, commodities, ... review, issue writing and agreement, report delivery, post-report issue validation , and ongoing stakeholder engagement + Lead a team...a team of auditors, through acting as a role model for junior team members and fostering an open… more
- Scotiabank (New York, NY)
- …clients with effective treasury management solutions coupled with a best-in-class service model , making it easy for clients to do business with us. As our ... solutions help our business clients generate operational efficiencies, streamline treasury processes, simplify payments, improve working capital performance, and… more
- SMBC (New York, NY)
- …Responsible for managing the product IRRBB methodology changes and supporting annual model validation process and methodology enhancements. + Manage and ... the Bank's Asset Liability Management (ALM) function including interest rate risk modeling, FX exposure management, forecasting, and Asset Liability Management… more
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