Counterparty Credit Risk Analytics, AVP
388 GREENWICH STREET - TRADING, United States
USD 109K-163K Executive-level Full Time
Tasks
- Analyze factor sensitivities for senior management
- Collaborate with technology and model validation
- Conduct stress testing
- Design quantitative tools for counterparty exposure management
- Develop CCR models for new products
- Monitor client portfolios for credit liquidity legal and reputational risk
- Monitor counterparty and liquidity risk measures
- Optimize factor sensitivities and PFE modeling
- Partner with sales and trading CVA and market risk teams
- Perform pre trade approvals for complex transactions
- Support margin model development and risk adjustments
Perks/Benefits
- 401k
- Accident insurance
- Disability insurance
- Life insurance
- Medical/Dental/Vision insurance
- Paid Holidays
- Paid time off
- Wellness programs
Skills/Tech-stack
CCR Model Development | CVA | Counterparty Credit Risk | Credit Risk | Data Analysis | Derivative products | Exposure monitoring | Factor Sensitivity | Financing products | Liquidity Risk | Market Risk | Model Development | PFE | Quantitative modeling | Risk Capital | Risk Identification | Risk controls | Stress Testing
Roles
AVP | AVP Risk Analyst | Analyst | Quantitative Risk Analyst | Risk Analyst
Regions
Countries
States
Cities
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