- SMBC (New York, NY)
- …Description** We are searching for a highly motivated and detail-oriented Associate to join Counterparty Credit Risk Analytics team. This role will be ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...focused on supporting Valuation and PFE model development, modeling new products and engaging with risk … more
- Fannie Mae (Reston, VA)
- … risk policy and current industry practices in credit , interest rate or counterparty credit risk modeling . * Communicate technical subject matter ... areas related to mortgage finance activities: credit risk , counterparty credit risk...mortgage finance and secondary mortgage market * Knowledge of credit risk modeling of single-family… more
- Fannie Mae (Washington, DC)
- …liquidity management, pricing / valuation model for mortgage products (MBS; CMBS; whole loans), counterparty credit risk modeling , Current Expected ... financial risk models-Interest Rate, Market, Liquidity, and Counterparty Credit Risk . As a...life cycle activities on a wide range of financial risk modeling areas. *THE IMPACT YOU WILL… more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... a highly skilled data architect with experience in data modeling , integration, and ensuring the quality of data in...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- Fannie Mae (Reston, VA)
- …liquidity management, pricing / valuation model for mortgage products (MBS; CMBS; whole loans), counterparty credit risk modeling , Current Expected ... life cycle activities on a wide range of financial risk modeling areas. *THE IMPACT YOU WILL...Market Risk , Liquidity Risk and Counterparty Credit Risk Management, in… more
- New York State Civil Service (Albany, NY)
- …products, related derivative and cash securities pricing techniques, Value-at- Risk , and/or counterparty credit risk modeling including measurement of ... technical guidance and expertise on best practices for data modeling and architecture design.* Documentation & Reporting:o Creates and...risk analysis, including portfolio risk analysis, credit , market and counterparty risk … more
- JPMorgan Chase (New York, NY)
- …+ Ability to probe for additional information when required. + Experience in counterparty credit risk and XVA modeling can be useful, but is not ... New York and Singapore. The group manages both the counterparty credit and funding risks around client...exposure methodology and achieving full proficiency in the various modeling tools; + Shaping the more qualitative risk… more
- Citigroup (Tampa, FL)
- …experience as a Model/Analysis/Validation Analyst, Risk Analyst, or related position involving counterparty credit risk modeling and management in ... Debugging code of model configuration files stored in Linux; Understanding of counterparty credit risk modeling including pricing, simulation, and margin… more
- JPMorgan Chase (Plano, TX)
- …Coverage Vice President, you will be a key player in managing and mitigating counterparty credit risk . you will employ your exceptional analytical abilities ... at all times. **Job Responsibilities** + Act as the Counterparty Credit Risk Lead to... Management who can make immediate contributions preferred. + Modeling skills in Excel (VBA), SQL, Tableau and Python… more
- MUFG (New York, NY)
- …We are seeking a highly motivated Market Risk Analyst to join the Counterparty Risk and Structured Solutions Risk team within MUFG'S Americas Market ... calibration + Work closely with front office structuring, and credit risk teams to evaluate new deal...fund financing structures, and OTC derivatives + Proficiency in risk modeling , stress testing, and/or VaR frameworks… more