Senior Manager, Counterparty Credit Risk Analytics
Core
Leads design, implementation, and oversight of counterparty credit risk measurement and analytics, delivering robust exposure methodologies and actionable insights to trading desks and senior management.
Role type
Senior Manager, Counterparty Credit Risk Analytics
Builds
Production risk analytics frameworks, regulatory reporting, and stress testing deliverables for a global financial institution.
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Counterparty credit risk (CCR) modeling, exposure metrics (PFE, CVA, EE), derivative pricing, regulatory frameworks (Basel/OSFI/Fed), Python, SQL, team leadership, stakeholder management
Preferred skills
CFA or FRM certification, experience with risk engines (e.g., Adaptiv), advanced analytics automation
Technologies
Python, SQL, Adaptiv, risk engines
Responsibilities
Lead calculation and validation of CCR metrics (PFE, Settlement, MTM, Stress); ensure appropriate application of CCR models and methodologies; provide analytics and insights on counterparty exposures and sensitivities; lead CCR analytics inputs into regulatory reporting and stress testing; ensure integrity and reconciliation of exposure data; drive automation of CCR analytics processes; lead and mentor a team of CCR analysts/quantitative specialists
Seniority
Senior Manager, hands-on IC with leadership responsibilities