COUNTERPARTY CREDIT RISK QUANTITATIVE jobs in UNITED STATES, United Kingdom

We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team... credit risks. Job Summary As an Executive Director on the Quantitative Research - Counterparty Credit Risk team...

processes of risk management & the businesses, using in house models and tools to calculate counterparty credit exposure (e.g... progress in the timely fashion. Provide advisory role for risk management, business and Basel capital on credit exposure...

Job Summary Job Description What is the Opportunity? The GRM counterparty and credit risk group provides... sections. What will you do? Risk Oversight and Analytics Help provide risk oversight for the Counterparty Credit Risk...

Credit Risk - Analyst within JPMorgan Chase & Co., you will take on the responsibility of calculating and reporting monthly... management, treasury services, wealth management and corporate banking. As a Basel Measurement Analytics (BM&A) Counterparty...

across the ERM Credit & Market Risk Team (CMR) with a primary focus on credit analysis and surveillance of counterparty risk... analysis, counterparty, bank analysis, credit risk management and/or finance at an insurance, banking, asset management...

: Calculate and report monthly and quarterly Securities Financing Transaction Risk Weighted Asset (RWA) results. Analyze... and interpret RWA trends and present drivers to senior management. Perform quantitative impact analysis on the firm's RWA...

, Bloomberg) Requirements: Finance/business/quantitative undergraduate degree 5 years of experience in credit risk analysis...Responsibilities: Support Credit Risk Team by performing credit risk analysis, research, and reviews of the Bank...

is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate with strong quantitative background... counterparty credit risk analytics with core focus on understanding PFE modeling and analyzing various modeling approaches. The...

and liability models measuring interest rate risk and liquidity, securities valuation models, and counterparty credit risk... and counterparty credit risk models, including PFE, CVA, FVA, derivative pricing models, VaR models. - Strong communication skills...

models measuring interest rate risk and liquidity, securities valuation models, and counterparty credit risk measurement... company’s success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk Management organization, you can...

counterparty credit risk and contributes both quantitative and qualitative supervisory expertise in this area. Additionally, when... supervisory events with a quantitative focus while working with counterparty credit risk experts and other quantitative...

finance activities: credit risk, counterparty credit risk, and interest rate risk. Engage in continuous model risk... industry practices in credit, interest rate or counterparty credit risk modeling. Communicate technical subject matter clearly...

analytics, counterparty credit risk analytics, or whole-sale credit risk models Prior risk analytics experience from relevant... to each team or employee). The impact you will have in this role: Being a member of the Quantitative Risk Management Team (QRM...

Individual will work as part of Counterparty Credit Risk (CCR) team under the global Institutional Credit Management...) is a critical component of Citi’s First Line of defense for wholesale and counterparty credit risk management and works...

, counterparty credit risk, econometrics and stress testing, financial derivatives' pricing, potential exposure, CECL and CCAR..., specifically related to credit risk models. Knowledge of financial modeling concepts and measurements, including credit default...

- Credit Risk Management: As a member of the Financial Risk Oversight Function, you will report to the Financial Risk... Director and execute the following activities: Conduct independent review of credit risk assessments performed by the first...

Management team within ERM, the Credit Risk Management team’s mission is to manage portfolio credit, counterparty, and country... risk management. Lead and mentor junior quantitative analysts. Lead the efforts in building credit risk measurements...