Assistant Manager or Manager, Traded and Quantitative Risk, CCR or CVA
Core
Providing technical guidance, regulatory interpretation, and project management for Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA) for Capital Markets clients.
Role type
Manager, Traded and Quantitative Risk (Risk Advisory)
Builds
Regulatory compliance programs, exposure models, and CVA/CCR risk management strategies for financial institutions.
Domain
Financial Services / Capital Markets / Regulatory Risk
Deliverable
client delivery
Required skills
CCR and CVA methodologies (SA-CVA, SA-CCR, IMM), counterparty exposure modeling, netting and collateral mechanics, regulatory capital frameworks, investment banking products knowledge, technical presentation skills.
Preferred skills
CFA, FRM, CQF designations, experience managing diverse teams, understanding of front office and risk management ecosystems.
Technologies
SA-CVA, SA-CCR, IMM frameworks, exposure modeling tools.
Responsibilities
Provide technical guidance on prudential regulations (SA-CVA, BA-CVA, SA-CCR, IMM); lead technical presentations to clients; manage client relationships and workstreams; lead and mentor teams; act as a subject matter expert on CCR/CVA.
Seniority
Manager, hands-on IC with team leadership
