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Quantitative Counterparty Risk Modeler

  • Job type: Permanent
  • Location: Chicago
  • Salary: $130000 - $170000 per annum
  • Job reference: sdfgsdfg
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 02/10/2017
Leading US Financial Institution seeks - Quantitative Counterparty Risk – New York City, NY

Location Chicago, Il

Salary$90,000- 110,000 + bonus and benefits


The role will sit within the counterparty risk group covering America’s, and will report directly to the Regional Head of Counterparty Risk. This financial institution is currently looking to aggressively expand its counterparty risk function and this represents a unique opportunity for candidates to establish themselves in a team and gain good career progression. The role will be covering the banks financial institution counterparties so candidates must have experience within this space.

The Role:
-          Senior Counterparty Analyst, providing trade approvals
-          Develops and maintain counterparty risk models  (CVA, PFE, etc)
-          Help to manage expanding team of analysts
-          Provide regional head of counterparty risk with monthly performance reviews
-          Co-ordinating with Risk Management, Treasury and Trade Finance groups with regard to portfolio / counterparty group

Ideal Candidate:
-          Strong knowledge of counterparty risk
-          MSC - Ph.D preferred
-          Broad product / risk management knowledge
-          3+ years experience within counterparty risk team at reputable financial institution
-          Excellent communication and presentational skills
-          Personable and robust
-          Must have excellent analytical skills as well as strong numerical/statistical ability
-          All candidates must be motivated and driven to succeed within a competitive environment.

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