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The Associate Director, Senior Quantitative Analyst is a critical member of the model validation team within the Model Risk Management (MRM) Responsibilities range in activities including risk governance and reporting, model inventory, model validation and model performance oversight.
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CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data Science. The Firm's ALM and balance sheet strategy efforts supported by QBSS include interest rate risk modelling, internal transfer pricing and capital allocation frameworks, industry leading research on financial money flow, investment portfolio strategy, firm-wide balance sheet optimization efforts and surveillance of balance sheet strategy trends across the banking industry.
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Stay up-to-date with current market trends and emerging research in the field of quantitative trading and volatility alpha signals. Quantitative Trading firm is looking for a Quantitative Strategist who will be responsible for developing and implementing quant trading strategies based on volatility signals derived from financial instruments, including options, futures, and other derivatives.
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Within the Quantitative Analytics team, the Quantitative Risk Analytics group ("QRA") is responsible for all credit, climate, market, and liquidity risk related modelling.
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10+ years as a Quantitative Strat, Quant Researcher, Quant Risk Analyst, Risk Model Developer. A hedge fund is hiring a Senior Quantitative Risk Researcher to join their Commodities business in NYC or Houston.
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They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions.
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Broad expertise in quantitative finance on valuation models (curve building methodologies, term structure models, option models, credit models), and risk management models and methodologies (Greeks, VaR, back testing, stress testing.
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Minimum 5 years of relevant work experience in investment (credit/market) quantitative risk analytics required. The Capital & Investment Risk Management (C&IR) team within Enterprise Risk Management (ERM) is looking for a Quantitative Risk Analyst to support business initiatives in a highly collaborative environment.
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Quantitative skills in the areas of structured finance, credit derivatives, default and recovery modeling, and / or credit risk management. Full-time 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 1 month ago - UpvoteDownvoteShare Job
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The employer will alternatively accept a Doctorate ( degree in Mathematics, Statistics, Engineering, Physics, Economics or related field of study plus 1 year of experience in the job offered or as Quantitative Research Analyst, Capital Market Analyst, Research Assistant, or related occupation.
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Minimum 2 years of experience in credit risk management or quantitative strategy role. Analyze market and industry trends, identify potential macroeconomic risk factors and incorporate in credit policy.
$114,750 - $135,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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This role will be part of our Quantitative Engineering team, which is responsible for architecting, developing, and maintaining systems that support quantitative trading. These benefits include comprehensive health care coverage and emotional well-being support, market-leading retirement, generous paid time off and parental leave, charitable giving employee match program, and educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career.
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Use qualitative and quantitative data sources to accelerate risk assessment process, validate business risk profile and develop action plans to remediate to bring ICS risk back into appetite.
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Certified Internal Auditor (CIA), Certified Public Accountant (CPA), Chartered Financial Analyst (CFA), Certified Risk Manager (CRM), Financial Risk Manager (FRM), or Credit Risk Certification (CRC.
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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
matlab quantitative market risk jobs in New York, NY
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