- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- Citigroup (New York, NY)
- …responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB). NTMR Operations' main ... responsibilities include: + Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units...and ensure successful process execution + Analyze business specific interest rate risk exposure +… 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
- Bank of America (New York, NY)
- …Our goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic ... Enterprise Financial Risk Analytics Sr. Specialist Charlotte, North...processes associated with managing the Company's capital, liquidity and interest rate risks, including price risk… more
- MUFG (New York, NY)
- …team will provide more details. Providing Market Risk oversight for Rates and Interest Rate Options. Working with Front Office and other risk areas ... and stressed VaR, stress testing and back-testing. Performing portfolio risk analytics including Options pricing and Greek...SQL, and Python (Pandas, NumPy, scikit-learn, and Matplotlib). Analyzing interest rate duration risk , … more
- Robert Half (New York, NY)
- …Desiring to learn and a receptiveness to feedback and mentoring + Displaying an interest in risk and compliance processes and objectives + Drive towards ... clients with consulting and managed solutions in finance, technology, operations, data, analytics , digital, legal, HR, governance, risk and internal audit… more
- Scotiabank (New York, NY)
- …and responsibilities to ensure US Treasury activities, particularly related to liquidity and interest rate risk management, are in compliance with regulatory ... sheet positions, particularly through liquidity stress test and FR2052a analytics , and challenge the Treasury function's designs and processes....associated with Liquidity Risk and governance. Monitor interest rate risk (IRR) in… more
- Citigroup (Getzville, NY)
- …the governance of funding, investing, and analytics of the balance sheet and interest rate risk management of consolidated Citigroup and Citibank, NA ... + Gain exposure to and learns about Citi's balance sheet, liquidity management, interest rate risk and investment activities as well as business products. +… more
- Bank of America (New York, NY)
- …Engineering, Math, Statistics or Computer Science + 3-4 years' experience with industry standard Interest Rate Risk measures such as Earnings at Risk ... + Analytical Thinking + Critical Thinking + Portfolio Analysis + Risk Analytics + Collaboration + Decision Making + Oral Communications + Presentation… more
- Bank of America (New York, NY)
- …A thorough knowledge across fixed income financial products including Equity, Commodity, FX, interest rate and credit products is required + Experience in ... + Issue Management + Oral Communications + Performance Management + Risk Analytics + Written Communications + Analytical Thinking + Change Management +… more