VP, Counterparty Credit Risk Quantitative Analyst
Core
Develop and implement analytics, infrastructure, and quantitative research to manage counterparty credit risk models and enhance risk transparency.
Role type
VP, Counterparty Credit Risk Quantitative Analyst
Builds
Consolidated counterparty credit risk models, analytical tools, dashboards, and model performance monitoring frameworks
Domain
Financial Services / Counterparty Credit Risk
Deliverable
production ML models | infrastructure
Required skills
Counterparty credit risk modeling, quantitative research, Python, SQL, pricing and risk calculations, library design, code development, IT system integration
Preferred skills
Numerix platform, Bloomberg platforms, CQF Certification
Technologies
Python, SQL, Numerix, Bloomberg
Responsibilities
Develop analytics for counterparty credit risk management; Design and build infrastructure to consolidate risk models; Conduct quantitative research for model enhancements; Design analytical tools and dashboards; Build model performance monitoring and backtesting frameworks; Assess methodologies to identify weaknesses; Partner with stakeholders for model governance
Seniority
VP, strategic leadership with hands-on technical execution