- Citigroup (Getzville, NY)
- …is responsible for reporting, analytics and data quality controls related to the firm's Interest Rate Risk on Banking Book (IRRBB) and Credit Spread ... responsibilities include: + Perform the monthly IRR reporting and analytics for Citigroup/CBNA as well as +70 IRRBB units...include but not limited to: + Analyze business specific interest rate risk exposure +… more
- JPMorgan Chase (New York, NY)
- … team within the Treasury/Chief Investment Office, you will be focusing on Interest Rate Risk (IRR) analytics and strategy. You will be involved in both ... and strategic initiatives around balance sheet analysis. This includes measuring the firm's interest rate risk , understanding balance sheet composition and… more
- PNC (Raleigh, NC)
- …expert oversight, of some of PNC's most important models, including interest rate models, securities risk analytics models, derivative pricing models, ... have an opportunity to contribute to the company's success. As a Quantitative Analytics /Modeling Expert within PNC's Model Risk Management organization, you can… more
- Capital One (Mclean, VA)
- …and Risk Responsible for the day to day management of the Interest rate risk process and analytics for Capital One. Develop a broad financial skill ... $400+ billion balance sheet. Serve as a resident expert and liaison for interest rate risk and manage relationships with key stakeholders including senior… more
- Toyota (Plano, TX)
- …of this role is to provide critical thought-leadership using data and analytics on Interest Rate Risk (IRR), Liquidity Risk , Funds Transfer Pricing ... and understand complex processes. Reporting to the Manager, Treasury Risk & Analytics the person in this...economic impact and build ALM strategies. + Develop sophisticated interest rate and liquidity risk … more
- Citigroup (New York, NY)
- … + Demonstrated knowledge and experience with fixed income risk & analytics , including interest rate swaps/derivatives is required + Experience with ... institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing...on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ensure… more
- Charles Schwab (Lone Tree, CO)
- …you have** + 7+ years of career experience in treasury, finance, ALM and/or related interest rate risk oversight roles of progressive level of responsibility ... decisions, balance sheet modeling and analytics , market risk management, ALM derivatives, and net interest ...and complexity as Charles Schwab. + Demonstrated proficiency with interest rate risk in the… more
- Charles Schwab (Phoenix, AZ)
- …data analysis; Financial risk models for banks, including non-maturity deposit modeling, interest rate risk modeling, balance sheet modeling and net ... data from relational databases, and performing large-scale testing and parallel computing analytics via cloud platform (eg, GCP, Amazon EC2, or Microsoft Azure).… more
- Charles Schwab (Lone Tree, CO)
- …and collaborate with Treasury, risk , and accounting stakeholders to evaluate structural interest rate risk exposures and create / recommend hedge ... (ASC 815). + Support development of a new 1LOD interest rate risk policy, framework,...+ Develop analytics required to manage an interest rate derivatives portfolio with a focus… more
- Toyota (Plano, TX)
- …and/or comparable economic and financial risk management platform (used for interest rate management, liquidity risk management, and financial planning ... a high-performance team to manage financial market risks including interest rate , liquidity, basis and other market...other TFS entities and parent company reporting + Liquidity Risk Analytics and Cash Flow Modeling; Develop… more