Counterparty Risk


Financial Services


New York, New York

Employment Type



Our client is a top European Investment Bank with more than 12,000 employees with its US Headquarters located in midtown Manhattan. They are a multi-faceted Corporate & Investment Bank that provides top Trading, Investment Banking & Specialty Finance and Risk Management Solutions to multinational Corporates, Financial Institutions, Governments & Investors businesses across ~35 Countries.

Job Description:

Compensation : $150000 - $190000
Job ID : 15349


They are looking to hire a proven professional with 5+ years of experience in a notable Counterparty Risk group from a competing Investment Bank or Financial Institution. As part of the global Risk team, this hire will design & take responsibility for market & counterparty risk models. This team is integral to the Bank’s operations managing risk from both from a regulatory and an economic standpoint. The team is critical to the Americas for the management of Market & Counterparty risk who will be required to:

  • Calculate, model & monitor regulatory capital requirements for market and counterparty risks
  • Responsible for quality control & check on models to ensure compliance within regulatory framework
  • Coordinate with front-office on counterparty risk modeling and including defining daily risk limits
  • Work with various end-users across the bank to improve their understanding of risk requirements
  • Partner with Model & Enterprise Risk Management teams on general Bank efforts
  • Quantify & report on non-automated counterparty risk
  • Optimize & monitor key risk governance on counterparty credit risk & economic measurements ie, Future Exposure, Stress testing, et al
  • Define market risk and counterparty credit risk stress testing methodologies & metrics
  • Ensure all measures & measurements comply with regulatory requirements and industry standard best practices

Job Requirements:


  • 5+ years with experience as counterparty risk metric owner or in a similar role
  • Exceptional quantitative orientation & analytical skills (STEM background w advanced degrees preferred)
  • Strong markets professional with an understanding of financial products & primary counterparty risk metrics including regulatory requirements
  • Knowledge of market instruments, risk analysis and methodologies / valuation models of financial products
  • High attention to detail with the ability to work collaboratively or autonomous with a proactive work ethic
  • Critical thinker & problem solver who is committed to excellence and advancing the team’s ability to get things done in this dynamic environment
  • Must be Proficient Python, SQL, other scripting languages with superior MSO skills including Excel & Power Point


Disclosure:  The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment.  All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.