Specialized Analytics

• Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, stress loss, and wrong way risk
• Actively liaise with Sales & Trading, Market Risk and CVA teams to ensure comprehensive coverage of counterparty and liquidity risk measures across over-the-counter, securities financing transactions and futures products
• Closely work with Quantitative risk, Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
• Work with business managers and In-Business Risk teams on new product approvals, margining model, real-time monitoring and controls
• Lead hands-on development of Agentic AI and GenAI-centric solutions that modernize risk monitoring, controls, and real-time analytics.
• Perform and develop risk analysis on existing client portfolios as well as customized risk analysis on new client portfolios
• Own presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues

Knowledge and Experience:

• 3-5 years of experience in risk analytics or market risk, or counterparty credit risk management
• Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing
• Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities

Skills:

• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
• Stress testing skills and product pricing and valuation skills desirable
• Strong Excel skills. Programming skills preferring including Python or other statistical languages
• Hands-on experience with Agentic AI / GenAI centric solutions preferred
• Excellent written and oral communication skills with ability to present complex analysis clearly to stakeholders
• Ability to work well with cross-functional teams from Business, Risk and Technology
• Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline

Education:

• Bachelor’s or Master’s degree in mathematics, science, finance, economics, or a related field required