Counterparty Credit Risk Methodology Analyst

Counterparty Credit Risk Methodology Analyst (SG Americas Operational Services, LLC, New York, NY)

Design, develop, and enhance quantitative risk models for counterparty credit risk (10%); Monitor and price potential future exposure of exotic trades and structured transactions across all asset classes, including Interest Rate, Credit, FX, Equity, and Commodity derivatives (10%); Participate in the daily monitoring of counterparty credit exposure and support users in interpreting counterparty credit exposure measurements (5%); Prepare detailed risk analysis reports, support ad-hoc analytical requests, and communicate findings and recommendations to senior management (10%); Collaborate with front office, model validation, technology, and global risk teams to ensure consistency and accuracy in risk methodologies and exposure measurements (10%); Provide risk identification and analytical support for new product approval processes and model change assessments (5%); Contribute to regulatory and internal risk management projects that impact counterparty credit risk oversight (5%); Ensure that risk models and exposure measures comply with internal governance standards and regulatory requirements (15%); Maintain a strong understanding of capital markets, asset classes, financial instruments, and valuation methodologies (7%); Apply quantitative techniques to enhance the precision of counterparty credit risk assessments and pricing tools (5%); Leverage programming expertise to optimize and automate risk analysis processes (3%); Communicate complex quantitative findings clearly to both technical and non-technical stakeholders. (5%); and Contribute to continuous process improvement within the risk analytics framework and ensure consistency with global standards (10%). Partial telecommuting permitted; on-site at 245 Park Ave., New York, NY 10167 when not telecommuting. Salary: $131,000 $150,000 per year.