- Citigroup (New York, NY)
- The role is for a Interest Rate Derivatives Quantitative Analyst (Quant). The successful candidate will have experience as front-office (FO) desk quant, ... with experience in modeling of derivatives , ideally in rates. The role involves end-to-end ownership...**Qualifications:** + 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial… more
- PennyMac (Westlake Village, CA)
- …Analyze and implement data-driven trading strategies across various Fixed Income products, including interest rate derivatives and Agency MBS. + Execute ... for supporting the Portfolio Risk team's market facing activities as relates to interest rate risk management. This includes managing and executing trades across… more
- MetLife (Whippany, NJ)
- …expertise related to risk and analytics and the derivatives ecosystem. * Test derivatives pricing models for interest rate and currency products in ... risk principles. Working experience in fx, fixed income or derivatives area. * Strong analytical and quantitative ...or derivatives area. * Strong analytical and quantitative skill set. * A proven ability to think… more
- Regions Bank (Birmingham, AL)
- …. The bank's Treasury department uses derivative financial instruments, primarily interest rate swaps and option contracts, to facilitate asset/liability ... other areas within Balance Sheet Management team team including the Investment Portfolio and Interest Rate Risk _This position is intended to be onsite, now or… more
- JPMorgan Chase (New York, NY)
- …financial models based on stochastic processes for pricing and risk management of interest rate derivatives . + Implement and maintain C++/Python analytics ... As a Quantitative Research Analyst - Associate supporting Interest Rate Exotics desk, you will be immersed in a dynamic working environment, supporting… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... capital, and stress testing. *THE IMPACT YOU WILL MAKE* The*Senior Quantitative Modeler - Prepayment Models*role will offer you the flexibility to make each day your… more
- Fannie Mae (Washington, DC)
- …commercial property valuation, macroeconomic models including property value, NOI and interest rate , mortgage products and securities, borrower behavior, ... and hedging strategies, financial valuation of finance assets and derivatives , economic capital, and stress testing. *THE IMPACT YOU...testing. *THE IMPACT YOU WILL MAKE* * The *Lead Quantitative Modeler - Multifamily* role will offer you the… more
- Fannie Mae (Washington, DC)
- …property valuation, macroeconomic models, including housing prices and interest rate , financial valuation of finance assets and derivatives , economic ... and risk management.* **THE IMPACT YOU WILL MAKE ** *The Enterprise Model Risk - Quantitative Modeling - Advisor role will offer you the flexibility to make each day… more
- Fannie Mae (Plano, TX)
- …property valuation, macroeconomic models including housing prices and interest rate , financial valuation of finance assets and derivatives , economic capital, ... that support business strategies and initiatives. * Conduct or assess ad-hoc quantitative analyses, modeling, or programming using SAS, SQL, R, or Python. *… more
- BlackRock (San Francisco, CA)
- … quantitative models across the full range of asset classes and related derivatives , including global interest rate products, currencies, corporate bonds ... preferred + An advanced degree or experience in a quantitative discipline is preferred + A genuine interest... quantitative discipline is preferred + A genuine interest in investments and asset management is essential For… more