Quantitative Finance Manager - Counterparty Credit Risk
Tasks
- Analyze risk exposure drivers
- Calibrate counterparty limit frameworks
- Challenge model risk models
- Conduct TOH and sector CCR deep dives
- Conduct counterparty credit risk analysis
- Design counterparty stress scenarios
- Develop risk analytics and secondary measures
- Lead quantitative team model development
- Manage counterparty stress testing
- Monitor CCR model performance
- Oversee model governance
- Oversee model performance
- Oversee model risk
- Perform counterparty limit monitoring
- Represent CCR in regulatory exams
- Review CCR portfolios
- Support underwriting counterparty approvals
- Validate quantitative analytics and models
Perks/Benefits
Skills/Tech-stack
Commodity derivatives | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit derivatives | Derivatives | Equity Derivatives | FX | Interest Rate | Interest Rate Derivatives | Limit management | Model Governance | Model Risk Management | Model Validation | Model risk | Project Management | Quantitative Analysis | Regulatory Compliance | Risk Analytics | Risk Management | Risk Modeling | Scenario design | Stakeholder management | Stress Testing | Technical documentation
Education
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