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
Related jobs
-
Customer Success Manager, Aviation Robotics USD 120K-150KAviation Safety | Aviation Safety Compliance | Communication | Hardware deployment | Program ManagementMid-level Full TimeRedwood City1d ago
-
Tech Strategy Director, Compute, Google DeepMind USD 246K-367KAI Investment Optimization | AI investment | Analytics | Artificial Intelligence | Business StrategyExecutive-level Full TimeMountain View, California, US1d ago
-
Manager, Data Governance Operations USD 96K-144KAccess Governance | Asset Lifecycle | Asset Lifecycle Management | Audit Support | Control monitoringMid-level Full TimeRemote, United States R2d ago
-
Authorization Risk | Authorization Risk Management | Data Visualization | Excel | Loss mitigationBackup childcare | Financial coaching | Health care coverage | Mental health support | Onsite wellness centerSenior-level Full TimeWilmington, DE, United States3d ago
-
Development Operations & Analytics Manager USD 70K-90KAI | Analytics | Automation | CRM reporting | Customer Relationship Management401k match | Dental insurance | Holiday leave | Medical insurance | Paid sick leaveMid-level Full TimeNew York3d ago
-
AI Program Manager USD 120K-165KAI Agents | AI Governance | AI ethics | Agile | Change ManagementRemote workMid-level Full TimeUnited States R3d ago
-
Manager HEDIS, Stars, & ACO Data Analytics #0714 USD 95K-120KACO | Audit Coordination | CMS | Data Integrity | Data integration401k employer match | CME Allowance | Commuter benefits | Dental insurance | Life insuranceMid-level Full TimeCA, CT, FL, GA, IL, IN, …3d ago
-
Assistant Manager, Alias Fulfillment USD 75K-94K3PL Operations | Incident escalation | Inventory Management | Inventory Segregation | Labor Forecasting401k match | Dental insurance | Disability insurance | Life insurance | Medical insuranceMid-level Full TimeFontana, California, United States3d ago
-
Senior-level Full TimeHeadquarters 4, United States3d ago
-
Manager, Data Science - Pricing Algorithms USD 120K-192KData Analysis | Experiment design | Feature Engineering | Machine Learning | Model ValidationFlexible time off | Paid Holidays | Paid sick leave | Paid vacation timeMid-level Full Time8901 - Corp Office West Crk, …3d ago
-
Auto insurance | Compliance | Critical Thinking | Data Analysis | Data Modeling401k | Adoption Assistance | Career planning | Continuing education | Dental insuranceMid-level Full TimeSan Antonio Home Office I, United …3d ago
-
Lead Technical Product Manager - Remote Kansas USD 112K-193KAI Automation | AI Solution | AI solution design | Budgeting | Business Requirements401k contribution | Comprehensive benefits package | Equity stock purchase | Incentive and recognition programs | Remote work flexibilitySenior-level Full TimeOverland Park, Kansas, UNITED STATES; REMOTE R3d ago
-
Manager Project Management - (Humanoid Robotics) USD 87K-120KBudget Management | Cross-Functional Collaboration | Cross-functional | Escalation management | Executive Communication401k match | Company events | Dental insurance | Employee appreciation | Life insuranceMid-level Full TimeTroy, MI, US, 480833d ago
-
Director Financial Analytics USD 165K-180KCECL | Credit Risk | Credit risk analytics | Credit risk modeling | Data AnalysisIncentive compensation eligibility | Robust development opportunitiesExecutive-level Full TimeCT Stamford HQ, United States3d ago
-
Embedded Payments Onboarding Manager USD 81K-95KAPI Integration | BSA/AML | Embedded Finance | FFIEC | IT project management401k matching | Adoption Assistance | Disability insurance | Life insurance | Medical, dental & vision coverageMid-level Full TimeMinneapolis, MN, United States3d ago
-
Senior Manager, Enrollment Services USD 86K-133KCBMS | Call Center | Call center operations | Cisco | Data-Driven Decision MakingCareer advancement | Childcare Discount Program | Dental insurance | Disability insurance | Free student loan coachingSenior-level Full TimeMain Campus - Pavilion I, United …3d ago
-
Analytics | Benchmarking | Budget tracking | Change Management | Contract ManagementSenior-level Full TimeShaw Plant 72, 900 VD Parrot …3d ago
-
Sr. Manager, Data Analyst - Risk Mgmt Product USD 182K-208KData Analysis | Data Governance | Data sets | Econometrics | Large Data SetsCoaching and mentoring | Work-life balanceSenior-level Full TimeChicago, IL, United States3d ago
-
Agile | Android | Audio Algorithms | Automated testing | CI/CD401k matching | Commuter benefits | Disability coverage | Employee product discounts | Flexible spending accountsSenior-level Full TimeSan Jose, United States R3d ago
-
Operational Planning and Analytics Manager USD 64K-84KBusiness Intelligence | Business Process | Business Process Management | Cause analysis | Data analyticsMid-level Full TimeHard Rock Hotel & Casino Las …3d ago
-
Applied Probability | Artificial Intelligence | Confluence | Estimation | GitHubHealth benefitsMid-level Full TimeBroomfield, Colorado, United States; Fort Collins, …3d ago
-
Cloud Security | Cross-Functional Collaboration | Cross-functional | Data Analysis | Functional collaborationSenior-level Full TimeUnited States3d ago
-
AI Program Manager, Temporary USD 250K-300KAI | Automated testing | Automation | Build validation | Change Management401k contributions | Dental insurance | Life insurance | Medical insurance | Paid HolidaysMid-level Full Time TemporaryCarlsbad, California, United States4d ago
-
Data Science and Analytics Manager USD 112K-140KChurn modeling | Cloud | Customer Lifetime Value | Data Governance | Data VisualizationHybrid work schedule | Paid time off | Professional developmentMid-level Full TimeBoca Raton, FL, United States4d ago
-
Pricing Analytics Manager (Analyst) USD 95K-150KAnalytics | Assumption management | Competitor Analysis | Data Analysis | Financial ModelingSenior-level Full TimeAtlanta, GA, United States4d ago