Vice President, Counterparty Risk Analytics

Vice President, Counterparty Risk Analytics

About the Company

A global investment bank growing its counterparty and market risk team.

Industry
Banking

Type
Public Company

About the Role

The Company is seeking a VP for its Counterparty Risk Analytics team, with a primary focus on enhancing PFE modeling and analyzing various modeling approaches. The successful candidate will be responsible for leading discussions on modeling new products, driving the implementation of new models, and enhancing existing models. Additionally, the role involves performing ongoing counterparty surveillance, risk exposure monitoring, and ad-hoc analysis, as well as working closely with the front office on estimating exposures.

The ideal candidate should have a minimum of 4 years' experience in counterparty risk or market risk modeling, a PhD or Master's degree in a relevant field, and a strong knowledge of derivatives products and valuation. Applicants for the VP, Counterparty Risk Analytics position at the company should possess a PhD or Master's degree in mathematics, statistics, or a related field, and have a minimum of 4 years' experience in counterparty risk or market risk modeling. The role requires a candidate with a strong background in derivatives products and valuation, as well as experience in model development with CCR/XVA, VaR, FRTB, or stress testing.

Excellent analytical, problem-solving, and communication skills are essential, along with proficiency in statistical programming languages. The successful candidate will be expected to monitor and enhance modeling methodologies, ensure compliance with regulatory standards, and identify model risks and limitations.

Functions

• Finance