Counterparty Credit Risk Methodology Analyst (SG Americas Operational Services, LLC, New York, NY)
Design, develop, and enhance quantitative risk models for counterparty credit risk (10%); Monitor and price potential future exposure of exotic trades and structured transactions across all asset classes, including Interest Rate, Credit, FX, Equity, and Commodity derivatives (10%); Participate in the daily monitoring of counterparty credit exposure and support users in interpreting counterparty credit exposure measurements (5%); Prepare detailed risk analysis reports, support ad-hoc analytical requests, and communicate findings and recommendations to senior management (10%); Collaborate with front office, model validation, technology, and global risk teams to ensure consistency and accuracy in risk methodologies and exposure measurements (10%); Provide risk identification and analytical support for new product approval processes and model change assessments (5%); Contribute to regulatory and internal risk management projects that impact counterparty credit risk oversight (5%); Ensure that risk models and exposure measures comply with internal governance standards and regulatory requirements (15%); Maintain a strong understanding of capital markets, asset classes, financial instruments, and valuation methodologies (7%); Apply quantitative techniques to enhance the precision of counterparty credit risk assessments and pricing tools (5%); Leverage programming expertise to optimize and automate risk analysis processes (3%); Communicate complex quantitative findings clearly to both technical and non-technical stakeholders. (5%); and Contribute to continuous process improvement within the risk analytics framework and ensure consistency with global standards (10%). Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $131,000 - $150,000 per year.
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Finance, Economics, Enterprise Risk Management, Statistics, Financial Engineering, or a related field, plus 3 years of professional experience as a Credit Risk Analyst, Market Risk Analyst, or any occupation, job title, or position performing quantitative risk analysis or model development for financial products.
Must also have experience in the following: 3 years of professional experience designing, developing, or validating quantitative risk models for counterparty credit risk or market risk; 3 years of professional experience conducting risk analysis and valuation of derivative products, including exotic and structured derivatives, across multiple asset classes (including Interest Rate, Credit, FX, Equity, and Commodity); 3 years of professional experience developing and enhancing pricing tools or methodologies for risk modeling and derivative valuation; 3 years of professional experience utilizing programming languages including Python, C++, or R for quantitative modeling or risk analysis; 3 years of professional experience performing exposure monitoring and reporting for derivative transactions or structured products; 3 years of professional experience interpreting and applying regulatory requirements related to counterparty credit risk (including Basel III and SA-CCR); 3 years of professional experience collaborating with front office, technology, and risk management teams to develop or implement risk methodologies and reporting frameworks; 3 years of professional experience communicating complex quantitative findings and analytical results to both technical and non-technical stakeholders; and 3 years of professional experience ensuring accuracy, attention to detail, and quality control in quantitative risk modeling or data analysis.
CONTACT: Please email resume to: . Must specify Ad Code JMDM in the subject line.
JobiqoTJN. Keywords: Credit Analyst, Location: New York, NY - 10060
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
- Dice Id: pandfeed
- Position Id: 604604687
- Posted 1 day ago
