Counterparty Credit Risk Quantitative Analyst (Vice President)

Overview

In this role you will develop and manage analytics for counterparty credit risk models focused on fixed income products. You will contribute across the full model lifecycle, from methodology to implementation and monitoring, delivering risk insights to support day-to-day decision-making. You will build dashboards and tools to improve transparency and governance, working with the risk, technology and business teams. This is a chance to shape risk analytics for fixed income at a leading global bank and impact risk management at scale.

Responsibilities

• Develop and implement analytics to support counterparty credit risk management
• Design and build infrastructure to consolidate counterparty credit risk models across systems
• Conduct quantitative research to implement model changes and remediations
• Design and develop analytical tools and dashboards to enhance risk transparency
• Build and maintain model performance monitoring, benchmarking, and back testing frameworks
• Assess methodologies and processes to identify weaknesses and risk materiality
• Partner with stakeholders across business, risk, technology to ensure governance and usage

Key requirements

• 3–5 years in counterparty credit risk modeling
• Deep understanding of pricing and risk calculations for financial products
• Strong analytical skills and ability to translate requirements into robust code and data workflows
• Proficiency in Python and SQL
• Strong project management, organizational, and stakeholder communication skills
• Excellent written documentation for models
• Familiarity with Numerix and/or Bloomberg platforms (preferred)
• Master’s Degree in quantitative discipline; PhD preferred

• strong communication and written skills
• stakeholder collaboration
• attention to detail
• Python
• SQL
• Numerix (preferred)

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