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Bloomberg's Multi-Asset Risk System (MARS) is a comprehensive suite of risk management tools that delivers consistent, consolidated results for each client's entire firm. The Bloomberg Quantitative Risk Analytics group is responsible for all quantitative components of MARS, including regulatory capital calculations, CCAR scenarios, FRTB, SIMM and IFRS9 support, VaR, stressed VaR, ES, predictive...
Known for its scientific and operational excellence, Regeneron is a leading science-based biopharmaceutical company that discovers, invents, develops, manufactures, and commercializes medicines for the treatment of serious medical conditions. Regeneron commercializes medicines for eye diseases, high LDL-cholesterol, atopic dermatitis and a rare inflammatory condition and has product candidates ...
A career at New York Life offers many opportunities. To be part of a growing and successful business. To reach your full potential, whatever your specialty. Above all, to make a difference in the world by helping people achieve financial security. It s a career journey you can be proud of, and you ll find plenty of support along the way. Our development programs range from skill-building to man...
Background: A large International Bank in NYC is looking for a Quantitative Developer with a specific focus on CECL Implementation. The role will utilise advanced analytics techniques with open source tools and projects will be very important for this company. This position will have a lot of commercial responsibility as well as applying a lot of financial and economic analytical techniques to ...
days agoEast New York, NY+18 milesJobs
Functional Area: RK - Risk Estimated Travel Percentage (%): No Travel Relocation Provided: No AIG Employee Services, Inc. Your new team AIG's Internal Capital (IC) team is seeking a Risk Analyst I in its New York, NY office. This team is responsible for quantifying the amount of capital required to ensure the economic solvency of the enterprise under tail scenarios and the diversification benef...
Aecom is seeking a Risk Management Associate for immediate employment. This person can be located in NYC or Boston. In this role you will act as an advisor for projects in the area of Risk Management, including but not limited to: when/how to do a formal risk assessment, develop and organize risk mitigation plans and develop tracking mechanisms to controls effectiveness of risk management. Some...
over a month agoEast New York, NY+18 milesEngineering Jobs
DUTIES: Financial and Model Validation: (70%) 1. Responsible for validation of CSA collateral script, post-margin exposures, XVA, CVA, DVA, FVA, Historical VaR, Stressed VaR, Monte Carlo VaR, Expected Tail Loss (ETL) and Potential Future Exposures (PFE) using strategies such as replication and back testing. 2. Develop and maintain testing modules in Python and Java to support Microservices arch...