Opportunity Details

The job is based in New York and offers a competitive package. The role involves performing and maintaining gap analysis of our client's counterparty credit risk framework, reviewing new product committee memos, monitoring risk appetite statements, and driving discussions on enhancements to the risk appetite statement and key risk indicators. The successful candidate will lead projects and strategic initiatives to continuously enhance the counterparty credit risk framework, represent the CCR team in firmwide initiatives, and liaise with various groups within Capital Markets for the quick resolution of credit exposure-related issues. They will also maintain the CCR policy and procedures, undertake other credit control tasks and projects as required, and have the opportunity to progress towards CFA and/or FRM certification.

Qualifications and skills required for the role include a minimum of 5+ years of experience in counterparty credit risk or market risk, a Master's or Bachelor's degree in fields such as finance, mathematics, engineering, physics, computer science, or statistics, solid organizational skills, and a good understanding of Capital Markets and derivatives products. Strong IT skills are required, along with excellent communication and collaboration skills to work with different stakeholders and drive mandates for the team and organization. The successful candidate should be a self-starter with the ability to multi-task, solve unstructured problems with a structured approach, and use available data for analysis to build consensus with different stakeholders to drive decision-making.