Vice President, Counterparty Credit Risk Analytics
Tasks
- Analyze breaches and remediation
- Calibrate CCR models
- Collaborate with model validation group
- Communicate CCR modeling results
- Define PFE methodologies
- Develop remediation actions
- Drive CCR modeling requirements
- Enhance CCR models
- Identify model weaknesses
- Implement model changes
- Lead CCR model development
- Maintain CCR models
- Monitor model performance
- Partner with Risk IT for model implementation
- Perform root cause analysis of MTM differences
- Perform root cause analysis of PFE differences
Perks/Benefits
Skills/Tech-stack
Cause analysis | Collateral Management | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Data Quality | Data Quality Controls | Data Visualization | Derivatives Valuation | EPE | MTM | Model Monitoring | Model calibration | Netting | PFE | Power BI | Project Management | Python | Quality Controls | Regulatory Compliance | Root Cause Analysis | Root cause | SFT Valuation | SQL | Statistical modeling | Stress Testing | VAR | XVA
Education
Regions
Countries
States
Cities
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