Quantitative Risk Manager

Tasks

• Analyze counterparty credit risk capital drivers
• Calculate exposures for capital reporting
• Communicate risk drivers to stakeholders
• Configure and maintain risk systems
• Develop valuation models for counterparty credit risk
• Monitor exposures against approved limits
• Support Sales and Trading risk understanding
• Support limits and capital calculation process improvements
• Validate counterparty credit risk models

Perks/Benefits

• Healthy work-life balance
• Professional development opportunities

Skills/Tech-stack

C# | Capital reporting | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives | Financial Valuation | Java | Model Validation | Python | Quantitative risk | SQL