- JPMorgan Chase (Wilmington, DE)
- …and striving to be best-in-class. As a Fair Lending Quant Modeling Lead within the Risk Management and Compliance organization, you are at the center of ... to JPMorgan Chase. As part of Risk Management and Compliance , you are at the center of keeping JPMorgan...JPMorgan Chase strong and resilient. You will perform statistical modeling and analyses to detect & mitigate bias in… more
- JPMorgan Chase (New York, NY)
- Bring your expertise to JPMorganChase. As part of Risk Management and Compliance , you play a crucial role in maintaining JPMorganChase's strength and resilience. You ... customers and communities. Our culture in Risk Management and Compliance is all about thinking outside the box, challenging...status quo and striving to be best-in-class. As a Quant Model Risk Vice President in the Model Risk… more
- Wells Fargo (New York, NY)
- …the Corporate & Investment Banking organization (CIB). The successful candidate will lead a team in developing and implementing quantitative models and tools for ... optimization, and risk mitigation. Provide direction and oversight to the Equities Quant team to ensure timely deliverables to business stakeholders to support… more
- Wells Fargo (New York, NY)
- …to grow. Wells Fargo is seeking candidates for the role of Senior Lead Securities Quantitative Analytics Specialist, which is an Executive Director level role within ... work will be spearheaded by the Front Office rates quant group but will be integrated into a cross...+ Meet deliverables while adhering to policies, procedures, and compliance requirements + Collaborate and consult with peers, colleagues,… more
- Wells Fargo (Houston, TX)
- **About this role:** The Lead Securities Quantitative Analytics Specialist is a Vice President level role within the Corporate & Investment Banking organization ... (CIB), working as a front office quant supporting the strategic build-out of WF's commodities capabilities. The successful candidate will participate in all aspects… more
- Wells Fargo (New York, NY)
- **About this role:** Wells Fargo is seeking a Front Office Equities Quant - Vice President ( Lead Securities Quantitative Analytics Specialist) in Corporate & ... and well-documented. + Collaborate and consult with Business Stakeholders, other Quant Teams, Technology, and Project Management to effectively communicate model… more
- KeyBank (Cleveland, OH)
- …Interpret performance and reliability of assumptions; identify when to escalate + Leverage and lead the design of advanced modeling approaches + Develop / design ... segments (including but not limited to Market Risk/Treasury/Liquidity, Credit Risk, Compliance Risk, Fraud, etc.) and involve model building / maintenance and… more
- JPMorgan Chase (Columbus, OH)
- …the provision of complete insights. **Job Responsibilities:** + Support and lead partnerships with key stakeholders and product groups with strong understanding ... of business drivers, underlying data, and processes. + Lead the development, reporting, and visualization of performance metrics and KPIs. Use analytical tools such… more
- Wells Fargo (New York, NY)
- …liquidity models, risk models, portfolio construction methodology, and signal generation + Lead modeling development on shared C++ library platform + Make ... evaluation of multiple factors including intangibles or unprecedented factors + Primary Quant faceoff for PFE/XVA combined modeling strategy + Conduct research… more
- KeyBank (NY)
- … Compliance Management System, assisting the Analytics Director and Quant Analytics Manager with FARB analytics program development, enhancement, and execution. ... Public Square, Cleveland Ohio **ABOUT THE JOB** The Sr. Quant Analytics Associate will be a member of the...of assumptions; identify when to escalate + Leverage and lead the design of advanced modeling approaches… more