Job Description

What is the opportunity?

Works closely with the business to measure and analyze counterparty credit risk for capital markets derivatives trading. Develops and implements counterparty credit risk management processes used to measure counterparty credit risk. Applies quantitative and communication skills to perform a variety of assignments.

What will you do?

• Analyzes business activities and counterparty credit risk of potential derivatives transactions; ensures credit transactions are in compliance with credit risk management policies and procedures, limits, and guidelines.
• Implements quantitative analysis methods and related technology-based tools to analyze data in order to effectively monitor, measure, and manage credit risks.
• Evaluates variables that affect CCR; works and communicates with colleagues outside of own department concerning credit risk considerations.
• Develops action plans to resolve issues; redesigns processes to better manage, measure, and monitor credit risk.​

What do you need to succeed?

Must-have

• Experience in a credit or market risk role
• MBA, MA, MS or equivalent with emphasis in finance, economics or a quantitative discipline is preferred
• Knowledge of markets and products, including structured products and regulatory/compliance requirements
• Good command of Excel, VBA and Python programming and SQL

Nice-to-have

• Understanding and ability to calculate one or more of the following: PFE calculation and credit sizing, security haircut analysis, sensitivity analysis and counterparty portfolio deep dive