ICM Counterparty Credit Risk Analytics
388 GREENWICH STREET - TRADING, United States
USD 95K-133K Mid-level Full Time
Tasks
- Analyze factor sensitivities for counterparty exposure insights
- Collaborate with CVA and Market Risk teams on counterparty and liquidity risk
- Design quantitative tools for counterparty exposure management
- Develop CCR models for new products and risk areas
- Evaluate and implement credit risk strategies using large datasets
- Monitor client portfolios for credit liquidity legal and reputational risks
- Optimize PFE and factor sensitivity analytics
- Oversee pre trade approvals for complex transactions
- Partner with model validation and technology teams
- Support stress testing and risk capital measurement
Perks/Benefits
Skills/Tech-stack
CCR modeling | Counterparty risk | Credit Risk | Credit Valuation Adjustment | Credit valuation | Data Analysis | Data Engineering | Exposure Management | Factor Sensitivity | Java | Liquidity Risk | Machine Learning | Model Validation | Python | Quantitative modeling | R | Risk Capital | SQL | Stress Testing | Valuation Adjustment
Education
Roles
Analyst | Data Scientist | Quantitative Risk Analyst | Risk Analyst | Scientist
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