Collateral Valuation Quantitative Policy/Analysis Sr. Associate – Markets recruitment
QualificationsArea Overview:The Federal Reserve Bank of New York is currently seeking a senior fixed income quantitative analyst for its Collateral Valuation and Analysis (CVA) staff. The CVA staff is responsible for valuing and creating haircuts for the diverse pool of collateral that supports Discount Window and Payments System Risk lending facilities, the System Open Market Account portfolio, and temporary liquidity facilities put in place for financial stability purposes. The senior analyst is expected to provide thought leadership on valuation andmargining issues and to participate in important Read more […]
Collateral Valuation Quantitative Policy/Analysis Sr. Associate – Markets recruitment
Area Overview: The Federal Reserve Bank of New York is currently seeking a senior fixed income quantitative analyst for its Collateral Valuation and Analysis (CVA) staff. The CVA staff is responsible for valuing and creating haircuts for the diverse pool of collateral that supports Discount Window and Payments System Risk lending facilities, the System Open Market Account portfolio, and temporary liquidity facilities put in place for financial stability purposes. The senior analyst is expected to provide thought leadership on valuation and margining issues and to participate in important policy Read more […]