Risk Analyst - Risk Quant
Core
Develop, implement, and maintain risk analytical models to measure and monitor counterparty credit risk (SIMM, CVA, PFE) across the organization.
Role type
Senior IC credit risk quantitative analyst
Builds
Counterparty risk measurement frameworks, margin methodologies, and stress-testing tools
Domain
Financial services / Credit risk modeling
Deliverable
production ML models
Required skills
Credit risk modeling (SIMM, CVA, PFE), quantitative analysis, statistical tools, regulatory framework knowledge, model lifecycle management, team leadership
Preferred skills
FRM, CFA, or CQF certification
Technologies
Statistical tools, IT systems for risk exposure measurement
Responsibilities
Lead quantitative development and research for credit risk models; manage model lifecycle including calibration and back-testing; monitor UMR initial margin model performance; design counterparty risk measurement methodologies; implement credit risk stress-testing frameworks; develop risk quant policies and controls; collaborate with IT on system architecture for risk exposure.
Seniority
Senior, hands-on IC with team management
