VP Counterparty Risk/XVA Quant - New York

+A Global Investment Bank is looking to hire a VP level Counterparty Risk/XVA Quant to their team. · +Monitor models analyzing the results for any remediation action. · ...

We're seeking highly motivated individuals to join our QTB team in New Jersey/New York/Charlotte. As a Senior in QTB, you'll deliver services in quantitative risk management and governance. · ...

The mission of the Quant Risk Researcher is to help analyze the fund's risk in quantitative investment strategies in global futures, FX and rates. · Help monitor and explain P&L and performance for Quant Strategies Portfolio Managers · Design or enhance risk & pricing models and ...

An opportunity at a growing financial services firm to build on their success. · ...

A global multi-strategy asset manager is seeking a senior quantitative professional to support portfolio construction, risk, and pricing across a diverse set of investment strategies. · ...

Join our Talent Community for New York. · Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and controls. · ...

A Tier-1 American Investment Bank in NYC is looking to hire a VP level candidate specialized in Market Risk model development to join their Quantitative Market Risk Analytics team. · ...

Lead the development of market risk models and analytics including VaR Stress Testing Sensitivities and P&L attribution Own quantitative methodologies used for market risk Fixed Income Manage a team of market risk quants providing technical guidance performance oversight Partner ...

The Quantitative Risk Intern will help develop Risk/Pricing Models evaluating counterparty exposures to the Clearing House.This includes models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital. · ...

The Quantitative Risk Intern will be responsible for helping to develop risk/pricing models that evaluate counterparty exposures to the clearing house. · Programming languages such as Python,C++,C#,R,VBA and SQL are essential. · ...

The Quantitative Risk Intern will be responsible for helping to develop Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. · Programming languages such as Python, C++/C#, R, VBA and SQL are essential. · ...

The Quantitative Risk Intern will be responsible for helping to develop Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. · Enhance current python tools to select portfolios, preparing market data, etc. · Assist with back testing run and plotting mar ...

A Global Macro Hedge Fund is hiring a Quantitative Risk Analyst to join the team in NYC. The fund has a strong track record investing across all asset classes, and this hire will assist primarily with Macro Credit and Equity PMs and Traders in the NYC office. · Risk Management is ...

Understand key market risk within Markets' trading inventory with consideration of key market themes and environments through data analysis. · ...

We are seeking a highly experienced Senior Vice President (SVP) to join our Equity Risk Analytics team. · ...

We are seeking a highly experienced and strategic Senior Vice President to join our Equity Risk Analytics team as an Equity Derivatives Risk Quant. · Lead the design and implementation of robust risk analytics solutions for equity derivatives. · ...

The Global Markets In-Business Risk (IBR) team is responsible for market risk across asset classes within Citi's Global Markets division. · The team aims to establish a holistic understanding of market risk and capital of the aggregated trading portfolio, as well as to optimize t ...

We are seeking passionate and creative quantitative developers who are eager to build innovative products and embrace new technologies. · As part of our small, agile, and highly skilled team of technologists, you will contribute to building next-generation platforms to optimize i ...

A leading global investment firm is seeking a VP to join its Quantitative Risk Strategies team within the Public Credit business of a $150B+ credit fund. · ...

This role requires a strong blend of technical understanding, market knowledge, and analytical skills. · Responsibilities: · Market Data · Maintain an awareness of market trends and data availability to ensure our product remains competitive and robust. · Draft comprehensive sp ...