- Citigroup (New York, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Senior ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- Citigroup (Getzville, NY)
- …upstream data quality, enhance controls, and ensure successful process execution **Responsibilities** The Interest Rate Risk Analytics & Reporting Lead ... Treasury Chief Administrative Office (CAO) is responsible for reporting, analytics and data quality controls related to the firm's... and data quality controls related to the firm's Interest Rate Risk on Banking… more
- JPMorgan Chase (New York, NY)
- …You will be part of the Asset/Liability Management (ALM) Analytics team focusing on Interest Rate Risk (IRR) analytics and strategy. You will focus ... well as strategic initiatives around balance sheet analysis including: measuring the firm's interest rate risk , understanding balance sheet composition and… 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
- Citigroup (New York, NY)
- …or businesses with guidance from manager. **Responsibilities:** + Contributes to banking book interest rate risk analytics , reporting and management. ... **Team:** The individual will work in Interest Rate Risk (IRR)...IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics , data) + Part of… 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
- HSBC (New York, NY)
- …supporting the Director ofInterest Rate Risk Banking Book (IRRBB) Analytics in the Americas to implement HSBC's Interest IRRBB framework and ... planet we all share. The role of Vice President Interest Rate Risk Banking Book...properly understood, analyzed, and mitigated in a timely fashion.Data analytics and automation will play a key role in… 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
- PNC (Tysons Corner, VA)
- …Adjustment (CVA), and Funding Valuation Adjustment (FVA)), and asset and liability models measuring interest rate risk (such as deposit decay and pricing ... to contribute to the company's success. As a Quantiative Analytics /Modeling Consultant Sr. within PNC's Market Risk ...- This involves a deep understanding of balance sheet interest rate risk , derivative instruments,… more
- Charles Schwab (Westlake, TX)
- …types including: Deposit models, Capital Stress Testing (CST) models, Credit risk models, Interest Rate risk models, Margin risk models, Investment ... science, and artificial intelligence/machine learning modeling + Experience with deposit modeling, interest rate risk modeling and prepayment modeling +… more