- JPMorgan Chase (New York, NY)
- …about thinking outside the box, challenging the status quo and striving to be best-in-class. As a Quant Model Risk Vice President in the Model Risk ... and Valuation Control Groups. Offer guidance and support on model risk management, validation standards, and regulatory...with demonstrated ability to apply these concepts to financial modeling and risk assessment. + Deep understanding… more
- JPMorgan Chase (New York, NY)
- …in AWM/industry in terms of modeling techniques, products, markets, models, model risk management practices and industry standards. + Set direction, ... to be best-in-class. As an Executive Director in the Model Risk Governance & Review (MRGR) group,...to be best-in-class. MRGR is a global team of modeling experts within the firm's Risk Management… more
- KeyBank (Buffalo, NY)
- **Location:** 100 Public Square - Cleveland, Ohio 44113 ** Model Risk Quant Analytics Manager** We are seeking a skilled and forward-thinking Model ... volatility in interest rates and behavioral modeling complexities. Enhance model governance and scenario analysis. + Liquidity Risk Models: Oversee… more
- KeyBank (NY)
- …Associate, you will be at the forefront of validating models for Market Risk , IRRBB (including NII, EVE, Deposit modeling ), and Liquidity. Your expertise ... simulation, reinforcement learning for deep hedging, and machine learning techniques for model calibration. You will also incorporate the latest market risk … more
- Bloomberg (New York, NY)
- …department at Bloomberg sits within Enterprise Products and is responsible for modeling market data, pricing, and risk calculations of financial derivatives ... Quantitative Developer - C++ Infrastructure for Quant Analytics Location New York Business Area Product Ref # 10040384 **Description & Requirements** The Quant … more
- JPMorgan Chase (New York, NY)
- …thinking outside the box, challenging the status quo and striving to be best-in-class. As a Quant Modeling Lead within our Risk Management team, you will be ... developers, Risk and Valuation Control Groups and provide guidance on model risk + Evaluate model performance on a regular basis **Required… more
- Citigroup (New York, NY)
- The **Counterparty Credit Risk Quant Development Team** , a key group within **Markets Quantitative Analysis** **Organization** , is responsible for developing ... CVA methodologies is a significant advantage.** * Exposure to Regulatory-based projects such as Model Risk , Basel III, Stress Testing, FRTB, and CCAR is a plus.… more
- BMO Financial Group (New York, NY)
- …Machine Learning tailored to quantitative finance, driving more accurate forecasting, risk modeling , pricing, and portfolio optimization, Chatbots (ie, ... experience driving initiatives related to AI/GenAI/ML assets. + Experience in model development (ML/ Data Science, AI/GenAI) within financial services or technology… more
- Citigroup (New York, NY)
- The Algorithmic Trading Quant team is part of the Citi ICG Markets and is responsible for the research, design, implementation and maintenance of Equities Execution ... a fast-paced environment and as a member of a quant group that is responsible for research and development...liquidity seeking), models (such as optimal schedule, market impact model ) and short-term predictive signals (such as fair value).… more
- JPMorgan Chase (New York, NY)
- …tools including pricing, hedging, and backtesting. + Support trading activities by explaining model behavior, identifying major sources of risk in portfolios and ... Derivatives team is looking for a junior to mid-level quant to focus on exotic products. The objective is...objective is to drive and implement analytics, optimization and modeling for Equity Exotic trading. **Job Summary** As the… more