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Citigroup
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Warsaw,
Poland
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The Credit and Obligor Risk Analytics (CORA) group is looking to add a Model Developer at the Vice ... credit loss models (e.g. sensitivity and back-testing). Lead annual model reviews and performance testing
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Morgan Stanley
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London,
United Kingdom
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Model Risk Management (IMM) – Vice President
London
3250378
Firm Risk Management (FRM ... Firm from exposure to losses as a result of credit, market, liquidity, operational, model and other
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Citigroup
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New York, New York
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The Sr. Quantitative Model Developer is a strategic professional who closely follows latest trends ... Model Developer is an experienced model developer with solid technical, quantitative, and analytical
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Citigroup
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New York, New York
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The Sr. Quantitative Model Developer is a strategic professional who closely follows latest trends ... Model Developer is an experienced model developer with solid technical, quantitative, and analytical
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Citigroup
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Irving, Texas
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The Quantitative Model Developer is a strategic professional who closely follows latest trends in ... Developer is an experienced model developer with solid technical, quantitative, and analytical skills, as
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Citigroup
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Warsaw,
Poland
...
Climate, Credit and Obligor Risk Analytics (CORA) is looking to add a Model Developer to the Risk ... experience in quantitative area, experience in credit risk management area is a plus.
Hands-on
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Citigroup
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Warsaw,
Poland
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Credit and Obligor Risk Analytics (CORA) is looking to add a Model Developer to the Credit Risk ... quantitative area, experience in credit risk management area is a plus.
Hands-on experience with the
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BNY Mellon
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Pittsburgh, Pennsylvania
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development opportunities given the incumbent team maintains models from Credit and Market Risk Modelling. As a model developer, this position will be responsible for:
Performance monitoring of models
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Citigroup
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Irving, Texas
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The Quantitative Model Developer is a strategic professional who closely follows latest trends in ... Developer is an experienced model developer with solid technical, quantitative, and analytical skills, as
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Ally
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Raleigh, North Carolina
...
your opportunities be, too?
The Opportunity
The Quantitative Model Developer will collaborate in the development of complex quantitative models used for credit and interest rate risk management
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MassMutual
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Springfield, Massachusetts
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generating ALM pricing and risk analytics for all of Quantitative Portfolio Management’s hedging programs. In ... :** Quantitative Research & Development
Location: Springfield, MA or Boston, MA - Hybrid
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BlackRock
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New York, New York
...
.
The Investment Grade Credit (IG) team is seeking a Quantitative Developer passionate about both ... asset management firms and a best-in-class provider of global investment management, risk management and
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Louisiana Department of State Civil Service
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Baton Rouge, Louisiana
...
IT APPLICATIONS DEVELOPER 1, 2 or 3
Print (https://www.governmentjobs.com/careers/louisiana/jobs/newprint/4491942)
Apply
IT APPLICATIONS DEVELOPER 1, 2 or
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Morgan Stanley
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Mumbai,
India
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quantitative and non-quantitative aspects of financial risk management.
>Lead modeling efforts for credit risk ... improvement
>Partner with teams across Risk Analytics, technology, model risk management, credit risk officers
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Amazon
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Heredia,
Costa Rica
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making based on your knowledge of credit risk.
Key job responsibilities
Personally performs financial statement and industry analysis providing recommendation of customer credit risk rating to Amazon
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Barclays Capital Inc.
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New York, New York
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Barclays Capital Inc. seeks Structured Credit Quantitative Analytics in New York, New York (multiple positions). Number of positions: 5JOB DUTIES: • Build, implement and maintain quantitative credit
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Barclays Services LLC
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New York, New York
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Barclays Capital Inc. seeks Structured Credit Quantitative Analytics in New York, New York (multiple positions). Number of positions: 5JOB DUTIES: • Build, implement and maintain quantitative credit
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Northwest Farm Credit Services
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Rocklin, California
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, data visualizations, and model development documentation.
Collaborate with Farm Credit System risk ... West.
We are in search of a Quantitative Risk Analyst to join our Portfolio Risk and Analytics team in
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JPMorgan Chase
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New York, New York
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York. The Counterparty Credit Risk and Margin Quantitative Research team (CCR & Margin QR) is looking ... risk management tools for counterparty credit risk and margin. You will have the opportunity to
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FEDERAL RESERVE OF SAN FRANCISCO
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SALT LAKE CITY, Utah
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Credit Horizontal Evaluation Team (HET) in the LISCC Capital program. As our Risk Specialist, Large Institution Supervision - Credit Risk Modeling, you will:
Work with Wholesale Credit Team to execute a
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Bank OZK
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Dallas, Texas
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quantify credit risk, provide early identification of trends in compliance activities, and support other ... Associate, Quantitative Modeling
Job ID: 13821
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JPMorgan Chase
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New York, New York
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on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative ... We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit
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Bank of America
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Jersey City, New Jersey
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model development and model risk management in respective focus areas to support business requirements ... development/validation projects and identify areas of potential risk
Works closely with model
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Bank of America
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Charlotte, North Carolina
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model development and model risk management in respective focus areas to support business requirements ... development/validation projects and identify areas of potential risk
Works closely with model
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CIBC
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Toronto, Ontario
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**
Quantitative Risk Modelling has several duties with respect to risk models, including model development ... Consultant, Quantitative Risk Modelling will use statistical software such as Python, SAS Enterprise Guide
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Collegiate Peaks Bank
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Denver, Colorado
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the supervision of the Model Risk Manager, the Model Risk Analyst II -
Credit will use quantitative expertise, critical thinking, problem
solving, and analytical skills in the bank's Model Risk Management
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Pacific Investment Management Company LLC
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New York, New York
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multi-factor risk model to evaluate profit and loss (“PnL”) of portfolios. Perform in-depth strategy ... risk sensitivity to interest rates, credit spreads, equities, and foreign exchange factors. Perform
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Citigroup
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Irving, Texas
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, coding and document wholesale credit risk models for model development, annual model review and model’s ... .
About Risk Rating Analytics
The Risk Rating Analytics (RRA) in Wholesale Credit and Climate
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FEDERAL RESERVE OF SAN FRANCISCO
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SALT LAKE CITY, Utah
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within our Supervision + Credit Group provides quantitative support to the Federal Reserve's national supervisory programs in the areas of financial risk modeling and model risk management. The QSR Team engages
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Fifth Third Bank, N.A.
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Cincinnati, Ohio
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makers. Lead analytical group in quantitative model development involving risk, profitability, loss ... .
GENERAL FUNCTION:
Manage credit risk for Mortgage, Direct, Indirect, Credit Card or Small
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