Model Analysis Sr. Analyst, AVP- Counterparty Valuation
- Candidate will be an integral member of Counterparty Risk Valuation and Advisory (CRVA) Team, and will be actively engaged in support of OTC derivative trading by preforming exposure analysis, evaluation, and problem solving.
- Work with front-office/business to ensure accurate trade data and appropriate exposure calculation.
- Examine and investigate suspicious exposures (both SFT & OTC products) caused mainly by model, data quality, and system infrastructure related issues. Communicate with front-office/business and risk managers with critical analysis to identify the issues.
- Provide necessary approvals of adjustments for proper risk reporting to senior management.
- Identify priority areas to enhance SCEF (Special Credit Exposure Factor) system, partner with Risk Technology in UAT testing, and provide final approval into production.
- Collect and report findings involving the Management Control Self-Assessment process for CRVA Team.
- Develop, document and maintain procedures, including the design and documentation of detailed process flows, involving control processes for Risk Analytics.
Job Family Group:
- Minimum of Master's degree in a quantitative field ( Finance, Statistics, mathematics, computer science, etc.) with at least 3 years + relevant experience.
- Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA or CFA.
- Bachelor's Degree in a quantitative field will be considered provided the applicant has at least 5 years + practical experience in a relevant area.
- Passionate interest in finance with strong analytical, research, and organizational skills; familiar with risk management systems is preferred
- Python working experience is preferred. Advanced knowledge of Microsoft Access, Excel, and PowerPoint is required.
- Strong verbal, written, communication skills and attention to details
- Self-motivated and capable of independently driving results while effectively prioritizing responsibilities and multi-tasking
- Proactive approach to problem solving in order to meet tight deadlines and deliver results
- Demonstrate integrity and exercise sound decision-making skills while, at the same time, knowing when to seek assistance from colleagues
- Resourcefulness with ability to gather, synthesize, and present findings from disparate sources
Risk Management Job Family:
Risk Analytics, Modeling, and Validation Time Type:
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