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The Quantitative Risk Analytics group has an open position in New York for an experienced Liquidity Risk Quantitative Analyst to support our growing client business.
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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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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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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.
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At least 5-10 years experience in a related role (quantitative trading or risk) with knowledge of finance and financial products. We are seeking an equity risk professional to join the risk group with a primary focus on investment research and analytics and risk oversight for managers on the global discretionary long/short equity platform, with a particular focus on the North American market.
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Sound Risk management knowledge such as trading/banking book market risk and counterparty credit risk management; regulatory and compliance knowledge; financial/ banking industry knowledge; Volcker Rule; Quantitative analytics, etc.
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Chartered Financial Analyst (CFA) or Financial Risk Management (FRM) certifications preferred. Perform market research, analyze market data and price movements, and make recommendation on risk hedging strategies.
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BmocapitalmarketsBMO Capital Markets is a leading, full-service North American-domiciled financial services provider offering equity and debt underwriting, corporate lending and project financing, merger and acquisitions advisory services, securitization, treasury management, market risk management, debt and equity research, and institutional sales and trading.
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Understand and quantify the impacts from model and parameter assumptions (quantitative and qualitative) employed within the banking book market risk framework, including deposit duration models, retail pricing models, and loan prepayment models.
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The Quantitative Analyst will join Citi's Mortgage Analysis team to help develop and refine its models for pricing, hedging and risk management of mortgage-backed securities. The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business.
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Requirements: Requires a Master's degree in Mathematics, Engineering, Mathematical Finance, Financial Engineering or related quantitative field and 2 years of experience as a Quantitative Analyst, Quantitative Researcher, Data Scientist, Software Engineer, Modeling/Forecasting Senior Analyst, Risk Associate, or related position working for a global financial institution.
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Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement. Understanding of commonly used market risk metrics and method such as VaR, stress testing.
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Bank of America's Global Risk Management business is looking for a Senior Quantitative Finance Analyst within the Market Behavior Analytics group. 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.
$125,000 - $210,000 a yearFull-timeExpandApply NowActive JobUpdated 1 month ago - UpvoteDownvoteShare Job
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Quantitative analysis involves fitting models to explain market behavior, building and testing quant signals to predict future stock returns, running historical backtests to understand and optimize portfolio performance, and monitoring portfolio returns and risk exposures.
$125,000 - $225,000 a yearFull-timeExpandApply NowActive JobUpdated Today - UpvoteDownvoteShare Job
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Knowledge of market & credit risk management techniques/frameworks are desirable. Counterparty Risk Valuation and Advisory is part of the Quantitative Risk and Stress Testing group and provides quantitative & analytical support to Citi product businesses, relationship managers and independent risk management.
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quantitative analyst market risk jobs in New York, NY
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