Counterparty Credit Risk Methodology Analyst (SG Americas Operational Services, LLC, New York, NY) Design, develop, and enhance quantitative risk models for counterparty credit risk (10%); Monitor and price potential future exposure of exotic trades and structured transactions across all asset classes, including Interest Rate, Credit, FX, Equity, and Commodity derivatives (10%); Participate in the daily monitoring of counterparty credit exposure and support users in interpreting counterparty credit exposure measurements (5%); Prepare detailed risk analysis reports, support ad-hoc analytical requests, and communicate findings and recommendations to senior management (10%); Collaborate with front office, model validation, technology, and global risk teams to ensure consistency and accuracy in risk methodologies and exposure measurements (10%); Provide risk identification and analytical support for new product approval processes and model change assessments (5%); Contribute to regulatory and internal risk management projects that impact counterparty credit risk oversight (5%); Ensure that risk models and exposure measures comply with internal governance standards and regulatory requirements (15%); Maintain a strong understanding of capital markets, asset classes, financial instruments, and valuation methodologies (7%); Apply quantitative techniques to enhance the precision of counterparty credit risk assessments and pricing tools (5%); Leverage programming expertise to optimize and automate risk analysis processes (3%); Communicate complex quantitative findings clearly to both technical and non-technical stakeholders (5%); and Contribute to continuous process improvement within the risk analytics framework and ensure consistency with global standards (10%). Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting.
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Finance, Economics, Enterprise Risk Management, Statistics, Financial Engineering, or a related field, plus 3 years of professional experience as a Credit Risk Analyst, Market Risk Analyst, or any occupation, job title, or position performing quantitative risk analysis or model development for financial products. Must also have experience in the following: 3 years of professional experience designing, developing, or validating quantitative risk models for counterparty credit risk or market risk; 3 years of professional experience conducting risk analysis and valuation of derivative products, including exotic and structured derivatives, across multiple asset classes (including Interest Rate, Credit, FX, Equity, and Commodity); 3 years of professional experience developing and enhancing pricing tools or methodologies for risk modeling and derivative valuation; 3 years of professional experience utilizing programming languages including Python, C++, or R for quantitative modeling or risk analysis; 3 years of professional experience performing exposure monitoring and reporting for derivative transactions or structured products; 3 years of professional experience interpreting and applying regulatory requirements related to counterparty credit risk (including Basel III and SA-CCR); 3 years of professional experience collaborating with front office, technology, and risk management teams to develop or implement risk methodologies and reporting frameworks; 3 years of professional experience communicating complex quantitative findings and analytical results to both technical and non-technical stakeholders; and 3 years of professional experience ensuring accuracy, attention to detail, and quality control in quantitative risk modeling or data analysis.
CONTACT: Please email resume to: [email protected]. Must specify Ad Code JMDM in the subject line.
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