Risk Analytics – Counterparty Credit Risk Quantitative Analyst (Vice President)

Job description

We are seeking a highly skilled quantitative specialist to join our Risk Analytics group, focusing on the development and management of internal credit rating models for counterparties. This role covers the full model development life cycle — from project design and methodology development, through local implementation, testing, documentation, submission, and ongoing monitoring — to model enhancement and remediation. In addition, the analyst will provide quantitative risk analysis to support daily counterparty credit risk management activities. Responsibilities: - Design, develop, and implement robust internal credit rating models for counterparty credit risk management . - Translate complex financial information into factor variables and statistical model drivers. - Build and maintain model performance monitoring and backtesting frameworks. - Assess methodologies and processes to identify potential weaknesses and evaluate risk materiality. - Conduct quantitative research to implement model changes, enhancements, and remediations. - Collaborate closely with stakeholders across business and functional teams to ensure effective model development and utilization. Qualifications: - Mas...