Manager, Counterparty Credit Risk Measurement

Join the Counterparty Credit Risk Measurement team as a Manager and contribute to the development and implementation of new bank-wide initiatives. Drive large-scale projects, work with diverse stakeholders, and collaborate with quants and developers. The role requires a strong quantitative background and deep understanding of quantitative risk management and derivatives modelling.

Requirements

• Solid quantitative background and problem-solving skills with a keen interest in Finance, Economics, Derivatives, Risk Management and Regulations.
• Advanced degree (Master or Ph.D.) in mathematics, economics, or scientific discipline (e.g., Mathematics, Finance, Statistics, Physics, Engineering, Biology, Economics, etc.).
• Python programing and working in Unix/Linux Environments are essential.
• Experience in other Object-Oriented programing is a asset.
• Knowledge of industry-wide methods for CCR Calculations and/or experience with CCR Measurement.
• Effective communication and specifically the ability to summarize complex ideas in simple terms; you enjoy working in collaborations.
• Experience in managing and pushing forward projects.

Benefits

• A competitive compensation and benefits package.
• Internal development to support your growth and enhance your skills.
• A rewarding career path with diverse opportunities for professional development.
• The opportunity to join a forward-thinking company surrounded by a collaborative team of innovative thinkers.
• An organization committed to making a difference in our communities– for you and our customers.