Counterparty Risk [Multiple Positions Available]

Job description

Duties: Measure and manage counterparty credit risk generated from trading activities across all asset classes, product, and clients. Assists in managing strategic analytics, infrastructure, and methodology for counterparty credit risk management. Monitoring exposure and identifying concentrated risk positions. Provide credit exposure and stress analysis, supporting credit officer on daily risk management. Assist in developing solutions to perform quantitative risk analyses on client portfolios or individual trades, analyze trading strategies, developing statistical models, and perform portfolio simulations. Provide updates and risk summaries to senior risk management. Participate on model development and review process. Facilitate stress testing exercise for both internal and external purposes, such as CCAR, Climate Risk, and EBA. Investigate data quality remediation and implement control management counterparty credit risk metrics. QUALIFICATIONS: Minimum education and experience required: Bachelor's degree in Electronic Engineering, Finance, Economics, Mathematics, Technology or related field of study plus 7 years (84 months) of experience in the job offered or as Counterparty R...