Counterparty Credit Portfolio Officer
Core
Develop and enhance tools for measuring, monitoring, and managing counterparty exposure, including PFE, risk capital, wrong way risk, and stress testing.
Role type
Senior IC counterparty credit risk portfolio officer
Builds
Risk measurement tools, margin models, and real-time monitoring controls for institutional clients
Domain
Financial services / Counterparty credit risk
Deliverable
production ML models
Required skills
Quantitative modeling, data assimilation, stress testing, portfolio analysis, risk lifecycle management, Excel (VBA), Python/R
Preferred skills
Programming in statistical languages, large-scale risk technology project experience
Technologies
Python, R, Excel, VBA
Responsibilities
Develop risk measurement tools, collaborate on model development, monitor client portfolios for risk controls, perform daily/weekly risk analysis, communicate findings to senior management, analyze control environments
Seniority
Senior, hands-on IC
