- Manulife (Boston, MA)
- The Manulife Securities Valuation Team is a high performing team that supports the valuation and valuation oversight for the various asset management ... are properly implemented + Ensure that the facts and circumstances for securities requiring fair valuation are completely researched and well documented… more
- Citigroup (New York, NY)
- Citigroup Global Markets Inc. seeks a Quantitative Analyst, AVP for its New York, New York location. Duties: Develop analytics libraries used for pricing and ... statistics and probability. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.… more
- Mizuho Corporate Bank (New York, NY)
- …which together offer clients corporate and investment banking, financing, securities , treasury services, asset management, research and more. Mizuho's operations ... and cash flow. + Creates various types of projection/enterprise valuation /recovery/other financial models, commenting on the reasonableness of assumptions in… more
- Federal Home Loan Bank of Boston (Boston, MA)
- …will assist in the preparation of reports regarding collateral composition, valuation estimates, and the borrowing capacity of members to facilitate decisions ... functionality of systems. The Analyst also will complete additional tasks assigned by AVP / Member Collateral Risk , VP/ Member Collateral Management, and VP /… more
- Citigroup (New York, NY)
- …and implement Loanable Value methodology to determine appropriate lending limits. Conduct valuation of marketable securities used as collateral in portfolios. ... business transformational capabilities for counterparty credit risk exposure for securities -based lending business. Perform predictive modeling using Monte Carlo… more