Model Analysis, Officer - Counterparty Valuation - New York


: $77,920.00 - $127,920.00 /year *

Employment Type

: Full-Time


: Advertising/Marketing/Public Relations

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Key Responsibilities:

  • Candidate will be an integral member of Counterparty Risk Analytics team, and will be actively engaged in support of Trading Book risk management activities by preforming exposure analysis, evaluation, and problem solving.
  • Examine and investigate suspicious exposures (both SFT & OTC products) caused mainly by model, data quality, and system infrastructure related issues. Communicate with Front-Office and risk managers with critical analysis to identify the issues.
  • Provide necessary approvals of adjustments for proper risk reporting to senior management.
  • The work involves interaction with Front-Office and Business to ensure accurate trade data and appropriate exposure calculation.
  • Identify priority areas to enhance Credit Exposure Factor methodology and system, partner with Risk Technology in UAT testing, and provide final approval into production.
  • Support regular processes to update credit systems for the purposes of Counterparty Credit Risk calculations.
  • Collect and report findings involving the Management Control Self-Assessment process for CRA Team.
  • Develop, document and maintain procedures, including the designing and documenting of detailed process flows, involving control processes for Counterparty Risk Analytics.
  • Qualifications:

  • PhD degree in quantitative area (e.g. Finance, Math, Physics, or Engineering) or Master?s degree in quantitative area with at least 5 years of working in a quantitative role.
  • 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?
  • Python working experience is preferred. Expert knowledge of Microsoft Access, Excel, and PowerPoint is required.
  • Passionate interest in finance with strong analytical, research, and organizational skills; familiar with risk management systems is preferred.
  • 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
  • -------------------------------------------------

    Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US


    Time Type :Full time


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    * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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