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Quantitative Finance Analyst

New York, New York;

Job Description:

The CCRPM team is responsible for managing counterparty concentration, performing counterparty portfolio analysis, and delivering the BAU counterparty stress testing.
The Risk Analyst is responsible for measuring counterparty credit risk (CCR) for all lines of businesses in the Markets division covering all traded products (fixed income, currency, commodities, equities).

The risk analyst will participate in constructing counterparty credit risk portfolio reviews along with specialized deep dives on specific counterparties. The analyst will present their analysis to senior management, including Market Risk, Wholesale Credit, and Enterprise Credit, as well as Front Office Trading and Sales team.  In this capacity, the analyst will need to leverage their expertise in counterparty credit risk management and traded products to highlight areas that warrant additional investigation, monitoring and discussion. The analysis will encompass a range of counterparty exposure management techniques such as potential future exposure, stress testing, sensitivity analysis, wrong way risk, and CVA.

Additionally, the analyst will assist in the managing of counterparty concentration limits at the counterparty level across asset classes. The analyst will be responsible for maintaining strong risk discipline and demonstrated ability to working across a variety of functions including trading, sales and credit risk.

The successful candidate will need to have a mix of technical skills and the ability to communicate with a wide audience both written and orally.

Required Skills:
1.Solid understanding of derivative products with 1+ years of experience with broad knowledge across asset classes (FX, rates, equity, and credit)
2.Knowledge about counterparty risk measurement techniques on derivatives and financing transactions preferred
3.Strong computer skills (Office, VBA, Python, Bloomberg, SQL)
4.Excellent communication skills both written and verbal
5.Self-starter who excels in a fast paced environment

Desired skills:
1.Master in a quantitative discipline or finance/economics preferred
2.Prior experience in a risk analyst role covering Global Markets products is a plus

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

The CCRPM team is responsible for managing counterparty concentration, performing counterparty portfolio analysis, and delivering the BAU counterparty stress testing.
The Risk Analyst is responsible for measuring counterparty credit risk (CCR) for all lines of businesses in the Markets division covering all traded products (fixed income, currency, commodities, equities).

The risk analyst will participate in constructing counterparty credit risk portfolio reviews along with specialized deep dives on specific counterparties. The analyst will present their analysis to senior management, including Market Risk, Wholesale Credit, and Enterprise Credit, as well as Front Office Trading and Sales team.  In this capacity, the analyst will need to leverage their expertise in counterparty credit risk management and traded products to highlight areas that warrant additional investigation, monitoring and discussion. The analysis will encompass a range of counterparty exposure management techniques such as potential future exposure, stress testing, sensitivity analysis, wrong way risk, and CVA.

Additionally, the analyst will assist in the managing of counterparty concentration limits at the counterparty level across asset classes. The analyst will be responsible for maintaining strong risk discipline and demonstrated ability to working across a variety of functions including trading, sales and credit risk.

The successful candidate will need to have a mix of technical skills and the ability to communicate with a wide audience both written and orally.

Required Skills:
1.Solid understanding of derivative products with 1+ years of experience with broad knowledge across asset classes (FX, rates, equity, and credit)
2.Knowledge about counterparty risk measurement techniques on derivatives and financing transactions preferred
3.Strong computer skills (Office, VBA, Python, Bloomberg, SQL)
4.Excellent communication skills both written and verbal
5.Self-starter who excels in a fast paced environment

Desired skills:
1.Master in a quantitative discipline or finance/economics preferred
2.Prior experience in a risk analyst role covering Global Markets products is a plus

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21024873

Band: H5

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Taylor Pitre

Referral Bonus:

0