Opportunity Details

The job is based in New York and offers a competitive package. The role involves reviewing top 20 counterparty exposures and collateral balances, analyzing stress testing results, enhancing existing stress testing frameworks, and performing XVA analysis. The successful applicant should have a minimum of 7+ years of experience in counterparty credit risk or market risk, a master's or bachelor's degree in a quantitative field, and a strong understanding of Capital Markets and derivatives products. They should also have experience in xVA calculations, working with internal developers and data sourcing teams, and analyzing stress testing results.

Additionally, the role requires strong technical skills in Excel/VBA, python, and data visualization tools, as well as excellent communication and collaboration skills. The successful candidate should be a self-starter, able to work in a team environment, and have the ability to multi-task and maintain momentum. Progress towards CFA and/or FRM certification is preferred. The job offers a competitive package and the opportunity to work with a top-tier global financial group in New York.