- Citigroup (Charlotte, NC)
- …Sheet management. The IRRBB SME is an industry leading expert on Interest Rate Risk on the banking book analysis and modelling. Key responsibilities ... + _Non-Traded Market Risk Management:_ + _Interest Rate Risk on the Banking ...include: + Advises the Treasurer, ALCO, IFRC ( Interest Rate and FX Risk … more
- JPMorgan Chase (New York, NY)
- …you will be responsible for managing the firm's interest rate risk exposure. This exposure arises from traditional banking activities such as loan ... other related activities. These activities are collectively referred to as Interest Rate Risk in the Banking Book or IRRBB. The Firm's Corporate Treasury… more
- Charles Schwab (Lone Tree, CO)
- …systems such as PolyPaths, Intex, Bloomberg, QRM, Calypso + Experience with Interest rate risk in the banking book, including NII and EVE simulations ... Risk Modeling, you will play a key role in the overall interest rate risk management, strategic optimization of the balance sheet through the development… more
- Citigroup (Charlotte, NC)
- …The Balance Sheet Management Lead Analyst will work in the Interest Rate Risk in the Banking Book (IRRBB) Management team within Citi's Corporate ... The Interest Rate Risk Lead Analyst will manage ...analyzing and managing Interest Rate Risk (IRR) across the firm for the Banking … more
- HSBC (Buffalo, NY)
- … Interest Rate Risk Management group to execute Interest Rate Risk in Banking Book (IRRBB) reporting. Responsible for Economic Value of Equity ... (EVE) analysis, Banking Book Earning Sensitivity (BBES) analysis, Net Interest Income Sensitivity (NIIS) analysis, and Quantitative Risk Management (QRM)… more
- JPMorgan Chase (Plano, TX)
- …or Treasury + Understanding of deposit pricing, liquidity management, and IRRBB ( interest rate risk in the banking book) is a plus + Proficiency ... Private Bank (GPB) Deposit & Mortgage CFO. This role will be part of the Banking CFO Team covering Deposit & Mortgage products for the Global Private Bank from a… more
- PNC (Pittsburgh, PA)
- …Finance and Accounting. * Monitor, analyze, and report on the bank's interest rate risk in the banking book (IRRBB) and liquidity risk exposure. * ... Leverage SQL, Excel, Power BI, Python, and/or QRM (Quantitative Risk Management) to streamline data analysis, and address modeling...analysis, and address modeling needs. * Partner with Model Risk Management and other risk stakeholders in… more
- Bank of America (New York, NY)
- EFR Interest Rate Risk Manager...Equity (EVE) + Experience with duration modeling approaches for banking products such as loans and deposits as well ... goal is to ensure that a healthy and sustainable liquidity, capital, and interest rate risk (IRR) profile is maintained through baseline economic scenarios,… more
- JPMorgan Chase (Newark, DE)
- You are passionate about project management and interest rate risk /liquidity change, this role is for you. As an Interest Rate Risk Product Team ... product management and direct change execution within the internal Interest Rate Risk Management platform....years and today we are a leader in investment banking , consumer and small business banking , commercial… more
- Wells Fargo (Charlotte, NC)
- …a combination of the following: market risk , Capital Markets, trading, or interest rate risk , desk analyst experience, or equivalent demonstrated through ... **About this role:** Wells Fargo is seeking a Market Risk Associate for the stress testing team within Market...for the stress testing team within Market & Counterparty Risk Management. The stress testing team leads the regulatory… more