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Industry certification such as Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) or advanced degree in a quantitative field. Assume a senior leadership role in the oversight and coordination of policy development, limit calibration and compliance, and the development, calibration and maintenance of a comprehensive Market Risk and Liquidity Risk Appetite Framework.
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Experience evaluating, selecting, onboarding and use of software and quantitative tools used in investment management to drive governance, compliance, risk management, and investment performance.
$216,750 - $390,150 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Senior Analyst - Quantitative Model Analyst is a newly created role within the centralized Strategic Modeling and Analytics (SMA) Team in First Citizens Bank's Treasury Department.
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Execution of ongoing monitoring results in alignment with internal and supervisory market risk management and model risk management expectations. Description Summary:The ETAR Analytics Manager, part of the corporate Enterprise Trading Analytics and Reporting team, drives development as a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, in-depth analysis, internal and regulatory risk reporting, stress testing, and model ongoing monitoring in a strong team-oriented working environment.
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The Opportunity The Senior Quantitative Model Developer will collaborate in the development of complex quantitative models and analytical tools used for credit and interest rate risk management, cash flow generation, and scenario analysis.
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Bank of America Merrill Lynch has an opportunity for a Quantitative Financial Analyst within our Global Risk Analytics (GRA) function. Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, internal and external reporting, and analyzes stress scenario results to better understand key drivers.
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C#, VBA, R, Python), as well as understanding of SQL and relational databases Experience using valuation/risk management systems (e.g. QRM, MIAC, Yield Book, PolyPaths, Algorithmics, etc.) A successful candidate must have strong expertise in the development of mortgage pricing and risk models, be familiar with Residential Mortgage-Backed Securities (RMBS) valuation, OAS framework and risk analysis and the interaction between prepayments and these models.
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Oversee efforts to influence enhance and mature of Third-Party Risk Management Program and resolutions, in line with the enterprise risk management framework. Develop strong working relationships across Third-Party Risk Management ecosystem to ensure focused and efficient support.
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Enterprise Compensation Analyst,Diversity & Inclusion Analyst,Project Analyst,Employee Relations Analyst,Talent Acquisition Analyst, andAcademy Program Design Analyst.
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The Risk Data Scientist will use analytical skills to identify and prevent fraud & credit risks. You will own the key metrics, develop data pipelines, ETL. You will also make a direct impact on Square's priorities and Banking initiatives (primarily SQ’s debit card) by building risk detection strategies, developing & tracking key success metrics, influencing partners through data and enabling growth of the business.
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Candidate will also have experience with regulatory compliance from an Information Security perspective, broad knowledge across all information security domains, information security control testing experience, risk/compliance assessment experience, and technical writing skills.
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Driving compliance to requirements and continuous process improvement by influencing and partnering with enterprise wide partners and executives including Global Financial Control, Centralized Regulatory Reporting, Enterprise Stress Testing, Enterprise Data Management, Balance Sheet Capital Management, Corporate Audit, Finance, Compliance, Operational Risk and others.
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Seven or more years of financial services credit review/credit risk management experience through: past work in credit/loan review, credit risk management, internal audit credit risk coverage, commercial loan underwriting departments at large banking institutions; regulatory agency credit review/credit risk experience; or credit review/credit risk experience at a large consulting firm.
$116,280 - $150,480 a yearFull-timeExpandApply NowActive JobUpdated 2 months ago - UpvoteDownvoteShare Job
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Lead by example conveying Balenciaga behaviors towards clientsKnow his/her clients and prospects (quantitative and qualitative) to define action plansAttract and recruit new clients from personal network and external partnersDevelop clienteling mindset and client's loyalty and retention from beginners to VICs.
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Stratascale is seeking a cybersecurity Integrated Risk Management (IRM) Analyst with experience evaluating business processes, identifying needs, and developing strategies to maximize cybersecurity improvements.
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quantitative analyst market risk jobs in Charlotte, NC
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