Dynamic Role in Counterparty Credit Risk Analysis and Modelling

Step into a pivotal position focused on counterparty credit risk analysis and modeling. Leverage your quantitative skills in finance, derivatives, and risk management while contributing to innovative projects.

In this role, you will engage with the Counterparty Credit Risk Measurement team to implement complex models and systems. Ideal candidates will possess a strong quantitative background and a demonstrated interest in finance, potentially backed by a Master's or Ph.D. Your contributions will drive enhancements in risk methodologies and support alignment with regulatory standards.

Key Responsibilities:

• Manage and implement projects on PFE and XVAs
• Design CCR calculation algorithms and models
• Collaborate with IT to deploy Python processes
• Conduct computations in Unix/Linux environments
• Foster communication with traders and stakeholders

Requirements:

• Master’s or Ph.D. in mathematics or related fields
• Proficiency in Python programming
• Familiar with CCR measurement methodologies
• Strong analytical and communication skills
• Ability to manage and lead project initiatives

Contribute to finance's future by driving advances in counterparty credit risk solutions with a supportive team.

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