VP, Counterparty Credit Risk Quantitative Analyst

Job description

We are seeking a highly skilled quantitative professional to join the Risk Analytics group to develop and manage analytics for counterparty credit risk models focused on fixed income products, including repos, security lend/borrow, mortgages, and interest rate derivatives. The candidate will contribute to model development across the full model lifecycle, from methodology and design to implementation, validation, and ongoing performance monitoring. The successful candidate will also provide quantitative risk analysis to support day-to-day counterparty credit risk management. Responsibilities: - Develop and implement analytics to support counterparty credit risk management . - Design and Build infrastructure to consolidate counterparty credit risk models across systems . - Conduct quantitative research to implement model changes, enhancements, and remediations. - Design and develop analytical tools and dashboards to enhance risk transparency and decision-making. - Build and maintain model performance monitoring, benchmarking, and backtesting frameworks. - Assess methodologies and processes to identify potential weaknesses and evaluate risk materiality. - Partner with stakeholders ac...