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The TES Strats team is looking for world class quantitative analysts to drive optimizations of trade execution strategies, funds transfer pricing, and risk management. How you will fulfill your potential: Develop software and analytics to progress Corporate Treasury’s mandates: interest rate pricing & risk management, trade execution, funding optimization & liquidity risk management and cash & collateral management Optimize the firm’s liability stack by developing balance sheet analytics and hedging strategies Actively engage with Corporate Treasury Trading, supporting valuation and risk/P&L reporting.
$115,000 - $180,000Full-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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You will provide a range of qualitative and quantitative consulting services in the areas of data science, AI, model development, model validation, model risk management, modeling technology, model governance / controls / documentation, and financial instrument valuation.
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Job expectations include supporting business units and acting as a subject matter expert on specified quantitative modeling techniques, as well as serving as the first or second line of defense overseeing model performance, model risk, and model governance on critical model portfolios.
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Quantitative skills in the areas of structured finance, credit derivatives, default and recovery modeling, and / or credit risk management. Relevant work experience in credit analysis of debt / capital markets, credit analysis / research, quantitative finance, model development or validation.
$58,300 - $115,850 a yearFull-timeExpandApply NowActive JobUpdated 9 days ago - UpvoteDownvoteShare Job
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Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Analyst for a CONTRACT assignment with one of our premier Financial Services clients in New York, NY. Responsibilities: The Market Quantitative Analysis (MQA) team is looking for a Quantitative analyst to support the front office In-Business Risk team, working along with the trading and XVA desks in managing their market risk metrics and capital.
$75 - $95ExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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The ideal candidate will be instrumental in generating and assessing critical financial data within the Murex platform, supporting quantitative analysts, and validating risk models. Strong background in front office operations and market risk management.
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Overview: I am working with one of the largest crypto funds in the world seeking a skilled Quantitative Portfolio Manager with expertise in market making within the cryptocurrency space.
$300,000 - $500,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Director, Model Validation for SHUSA Compliance models (Transaction Monitoring, Sanctions Screening, Fraud Risk, etc) will be responsible for leading the independent validation of models used by various Compliance groups in conformance with regulatory guidance on model risk SR- and other regulatory requirements around Compliance models.
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Bachelor's degree required, Master's degree preferred in a relevant field (Quantitative Methods, Market Research, Psychology, Sociology, Statistics, etc.) Develop a strategic research plan to drive internal objectives and lead qualitative and quantitative research initiatives in support of this plan, collaborating with the Advanced Analytics teams to deliver research insights that are integrated with first party data.
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ATLAS was created out of Credit Suisse’s Securitized Products Group, a top provider of credit solutions to lenders, and provides financing across three business segments:Residential Real EstateCommercial Real EstateConsumer & Commercial (C&C)The AASP Risk team is responsible for measuring and monitoring all risks that arise from ATLAS’s business, including credit, market and operational, as well as other, risks.
$125,000 - $150,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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They are currently seeking an experienced Senior Quantitative Trader/Portfolio Manager to join their dynamic team. Job DescriptionJob DescriptionSenior Quantitative Trader/Portfolio Manager.
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This is a hands-on development role where you will be 'embedded' within the quantitative research team and will partner with the investment teams on various projects including portfolio construction, risk management, and alpha research.
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Must have knowledge of core corporate finance functions including AML, KYC, Finance, CCAR, CECL, Risk (credit, market, Ops) and others. The Corporate Functions Audit Team is responsible for assessing the adequacy of the control environments across firm-wide Corporate Functions including KYC, Risk, AML, Finance, HR, Operations and others.
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Strong quantitative skills: Master's or Bachelor's degree in Economics, Econometrics, Quantitative Finance, or related field. Support the execution of macroeconomic forecasts that make up the scenarios, working closely with key forecasting partners (JPM Economics / Strategy research teams or other experts) and consumers of the scenarios (Risk and Finance Lines of Business.
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XVA Desk is a unit within Fixed Income (FID) and focuses on pricing and hedging Counterparty Credit Risk. The candidate will work closely with XVA strats and traders in New York, London, Hong Kong, with credit/market/model risk management, controllers as well as IT. The candidate will be working on developing mathematical models used for pricing financial products, mitigating risks, and providing analytical support for the business while interacting and cooperating with global teams.
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matlab quantitative market risk jobs in Jersey City, NJ
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