- MUFG (New York, NY)
- …requirements and enhance models as needed + Evaluation of new products from a market risk quantitative perspective **Qualifications** : The right candidate ... provide more details. **Job Summary** : This is a quantitative risk manager role within the MUFG... Quantitative liaison for the regulatory reviews of market risk and valuation models + Interface… more
- Citigroup (Irving, TX)
- …Exposure Specification - a document that is maintained by Market Risk Analytics. **Responsibilities** + With oversight/guidance from senior staff, research, ... in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and...that the bank has adequate capital during crisis. **About Market Risk IMA Analytics** As key component… more
- US Bank (Minneapolis, MN)
- …One. **Job Description** We are seeking a highly skilled and experienced Senior Quantitative Model Validation Analyst to join our market risk model ... validating quantitative models used for derivatives pricing, market risk management, and counterparty credit ...management objectives. You will work closely with model developers, risk managers, and senior management to provide… more
- Aflac (New York, NY)
- AVP, Quantitative Risk Analyst The Company: Aflac Asset Mgt. LLC The Location: New York City, NY, US, 10005 The Division: Global Investment Job Id: 6375 About ... Risk Reports to: Primary Relationships: GIRM team members, Quantitative Analytic Solutions team, GI information technology, GI business...robust as deployed into production + Provide support for Market and Credit risk analysis + Participate… more
- PNC (Pittsburgh, PA)
- …and have an opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Manager Senior within PNC's Anti-Money Laundering ... Some responsibilities may be performed remotely at manager's discretion. As a Quantitative Analytics & Model Development Manager Senior within PNC's Anti-Money… more
- M&T Bank (Buffalo, NY)
- **Overview:** Develops, implements, maintains and analyzes quantitative /predictive behavioral models used for credit risk . Provides independent contribution to ... less experienced personnel as required. **Primary Responsibilities:** + Research and develop quantitative predictive models used for credit risk , including but… more
- PNC (Pittsburgh, PA)
- …and have an opportunity to contribute to the company's success. As a Quantitative Analytics & Model Development Consultant Senior within PNC's Balance Sheet ... Development, Object-Oriented Programming (OOP), Operational Risks, Python (Programming Language), Quantitative Models, Risk Appetite, Structured Query Language… more
- M&T Bank (Buffalo, NY)
- …of the above locations._** **Overview:** Develops, implements, maintains and analyzes quantitative /econometric behavioral models used for credit risk , interest ... direction to less experienced personnel. **Primary Responsibilities:** + Research and develop quantitative behavioral models used for credit risk , interest rate … more
- Fannie Mae (Washington, DC)
- …and derivatives, economic capital, and stress testing. *THE IMPACT YOU WILL MAKE* The* Senior Quantitative Modeler - Prepayment Models*role will offer you the ... withtime series analysis techniques and advanced machine learning algorithms in a quantitative finance or risk management environment. * Proficiency in Python,… more
- M&T Bank (Buffalo, NY)
- …initiatives and regulatory compliance. **Primary Responsibilities:** + Lead Quantitative Analysts in establishing, monitoring, evaluating and interpreting data ... with a risk management focus with an understanding of business strategy.... databases to provide data and analytical support to Senior Management. + Perform data manipulation and analysis using… more