2,244 Counterparty Risk jobs in the United States
Business Analyst- Counterparty Risk
Posted today
Job Viewed
Job Description
PLEASE no 3rd party subcontractor inquries
Our client, a leading financial services organization, is seeking a Business Analyst- Counterparty Risk to join their team. As a Business Analyst, you will be part of the Risk and Regulatory Applications team supporting the Counterparty Credit Risk initiatives. The ideal candidate will have exceptional communication skills, strong project management abilities, and a collaborative spirit which will align successfully in the organization.
Job Title: Business Analyst- Counterparty Risk
Location: Jersey City, NJ ( 2 days per week hybrid Wednesday and Thurs.)
Pay Range: $70-80 per hour (W2 only)
What's the Job?
-
Deliver critical business needs related to Counterparty Credit Risk initiatives and enhancements.
-
Collaborate with risk professionals and technologists to develop a robust CCR framework.
-
Present findings and updates to Director level and above stakeholders.
-
Conduct data mapping and sourcing to support regulatory mandates and new business growth.
-
Organize and manage project timelines, meetings, and stakeholder communications effectively.
What's Needed?
-
10+ years of Business Analysis experience in Credit Risk within Financial Services.
-
Strong knowledge of Counterparty Risk and Derivatives Trading concepts.
-
Exceptional verbal and written communication skills.
-
Advanced proficiency in SQL, Excel, Visio, and PowerPoint.
-
Ability to thrive in a fast-paced environment and work collaboratively with team members.
What's in it for me?
-
Opportunity to work alongside experienced professionals and elevate your skill set.
-
Engage in meaningful projects that contribute to the overall development of the organization.
-
Be part of a dynamic team that values collaboration and innovation.
-
Gain exposure to regulatory mandates and enhance your expertise in financial risk management.
-
Work in a supportive environment that encourages professional growth and development.
Upon completion of waiting period consultants are eligible for:
-
Medical and Prescription Drug Plans
-
Dental Plan
-
Vision Plan
-
Health Savings Account
-
Health Flexible Spending Account
-
Dependent Care Flexible Spending Account
-
Supplemental Life Insurance
-
Short Term and Long Term Disability Insurance
-
Business Travel Insurance
-
401(k), Plus Match
-
Weekly Pay
If this is a role that interests you and you'd like to learn more, click apply now and a recruiter will be in touch with you to discuss this great opportunity. We look forward to speaking with you!
About ManpowerGroup, Parent Company of: Manpower, Experis, Talent Solutions, and Jefferson Wells
ManpowerGroup® (NYSE: MAN), the leading global workforce solutions company, helps organizations transform in a fast-changing world of work by sourcing, assessing, developing, and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organizations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands – Manpower, Experis, Talent Solutions, and Jefferson Wells – creates substantial value for candidates and clients across more than 75 countries and territories and has done so for over 70 years. We are recognized consistently for our diversity - as a best place to work for Women, Inclusion, Equality and Disability and in 2023 ManpowerGroup was named one of the World's Most Ethical Companies for the 14th year - all confirming our position as the brand of choice for in-demand talent.
ManpowerGroup is committed to providing equal employment opportunities in a professional, high quality work environment. It is the policy of ManpowerGroup and all of its subsidiaries to recruit, train, promote, transfer, pay and take all employment actions without regard to an employee's race, color, national origin, ancestry, sex, sexual orientation, gender identity, genetic information, religion, age, disability, protected veteran status, or any other basis protected by applicable law.
Business Analyst- Counterparty Risk
Posted 4 days ago
Job Viewed
Job Description
PLEASE no 3rd party subcontractor inquries
Our client, a leading financial services organization, is seeking a Business Analyst- Counterparty Risk to join their team. As a Business Analyst, you will be part of the Risk and Regulatory Applications team supporting the Counterparty Credit Risk initiatives. The ideal candidate will have exceptional communication skills, strong project management abilities, and a collaborative spirit which will align successfully in the organization.
Job Title: Business Analyst- Counterparty Risk
Location: Jersey City, NJ ( 2 days per week hybrid Wednesday and Thurs.)
Pay Range: $70 per hour W2 only
What's the Job?
- Deliver critical business needs related to Counterparty Credit Risk initiatives and enhancements.
- Collaborate with risk professionals and technologists to develop a robust CCR framework.
- Present findings and updates to Director level and above stakeholders.
- Conduct data mapping and sourcing to support regulatory mandates and new business growth.
- Organize and manage project timelines, meetings, and stakeholder communications effectively.
- 10+ years of Business Analysis experience in Credit Risk within Financial Services.
- Strong knowledge of Counterparty Risk and Derivatives Trading concepts.
- Exceptional verbal and written communication skills.
- Advanced proficiency in SQL, Excel, Visio, and PowerPoint.
- Ability to thrive in a fast-paced environment and work collaboratively with team members.
- Opportunity to work alongside experienced professionals and elevate your skill set.
- Engage in meaningful projects that contribute to the overall development of the organization.
- Be part of a dynamic team that values collaboration and innovation.
- Gain exposure to regulatory mandates and enhance your expertise in financial risk management.
- Work in a supportive environment that encourages professional growth and development.
- Medical and Prescription Drug Plans
- Dental Plan
- Vision Plan
- Health Savings Account
- Health Flexible Spending Account
- Dependent Care Flexible Spending Account
- Supplemental Life Insurance
- Short Term and Long Term Disability Insurance
- Business Travel Insurance
- 401(k), Plus Match
- Weekly Pay
If this is a role that interests you and you'd like to learn more, click apply now and a recruiter will be in touch with you to discuss this great opportunity. We look forward to speaking with you!
About ManpowerGroup, Parent Company of: Manpower, Experis, Talent Solutions, and Jefferson Wells
ManpowerGroup® (NYSE: MAN), the leading global workforce solutions company, helps organizations transform in a fast-changing world of work by sourcing, assessing, developing, and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organizations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands - Manpower, Experis, Talent Solutions, and Jefferson Wells - creates substantial value for candidates and clients across more than 75 countries and territories and has done so for over 70 years. We are recognized consistently for our diversity - as a best place to work for Women, Inclusion, Equality and Disability and in 2023 ManpowerGroup was named one of the World's Most Ethical Companies for the 14th year - all confirming our position as the brand of choice for in-demand talent.
Derivative Counterparty Risk Manager
Posted 2 days ago
Job Viewed
Job Description
**Job Description**
U.S. Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates and foreign exchange derivatives ensuring such products are appropriately configured in counterparty model and risk measures are accurately quantified. The person will also have oversight on all other derivatives products that are used for hedging activities. The hedging product sets include but not limited to credit derivative, credit risk transfer products, equity like derivatives such ETF options. Additional responsibilities include activities that are required regulatory compliance such as risk process for accepting non-standard securities collateral (e.g. corporate bonds). Counterparty risk management for secured financing transactions and its appropriate configuration in risk metrics model will also be part of the responsibilities.
The counterparty risk management function is responsible for the management and control of counterparty risk at US Bank. The group provides independent review of counterparty risk across the business, producing detailed analysis of the derivative portfolio for internal and external constituents and manage the control framework under which counterparty risk is governed.
Serves as an escalation point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and technology on various market data-related topics: Daily market data quantitative analysis, Data quality remediation efforts (e.g., designing quantitative key performance indicators so as to measure quality of data, or, quantitative approaches to fill missing data, working with Front Office desks), Communicates market data quality issues to downstream users
Manages requests for new market data (e.g., participating in new product approval process, interacting with vendor procurement teams). Ensures team adheres to firm-wide policies for data governance and controls. Coordinates with all external model vendors and internal quantitative partners around all key risk analytic topics. Works with model development and validation groups in ensuring the accuracy and reasonableness of the stress test and other model assumptions. Partners with them in ensuring on smooth maintenance of ongoing monitoring of models. Review all counterparty related model documentation and sign-off on key assumptions. Liaison with technology and other key groups regarding counterparty risk infrastructure and processes.
**Basic Qualifications**
- Bachelor's degree in a quantitative field, and 10 or more years of relevant experience
OR
- MA/MS in a quantitative field, and six or more years of related experience
OR
- PhD in a quantitative field, and five or more years of related experience
**Preferred Skills/Experience**
+ Experience in capital markets, industry experience within the specific sector of the position, or a combination of both
+ Master's degree or higher in a quantitative field such as mathematics, engineering, physics, or statistics
+ Required strong Python & SQL
+ Experience financial modeling and strong understanding of stochastic processes
+ Experience building an efficient large scale and complex market data operations/end to end market data engineering processes in a sales and trading environment
+ Experience working with quant teams developing market data management systems which allow for efficient data retrieving to optimize modeling approaches
+ Experience leading large teams/multiple business partners, overseeing business as usual market data operations with strong governance processes and controls
+ Knowledge and understanding of traded derivative and cash products across all asset classes to effectively have discussions with Front Office traders, Market Risk Officers, and Risk Analytics team
+ Experience overseeing the development and implementation of quantitative methods for data quality checks and remediation techniques including statistical data filling methods and proxying
+ Understanding of how market data impacts the downstream uses
+ Counterparty credit risk and CVA
+ Understanding of major market data sources (e.g., Bloomberg, Reuters, Markit)
+ Market data object construction methods for curves and volatility surfaces
+ Risk factor types across asset classes
+ Market data related to regulatory requirements
+ Experience in quantitative or complex data management field
+ Experience working with large scale and complex data management systems
+ Proficient in Python and SQL (reading and writing queries)
**_NOTE: This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days._**
If there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants ( .
**Benefits:**
Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):
+ Healthcare (medical, dental, vision)
+ Basic term and optional term life insurance
+ Short-term and long-term disability
+ Pregnancy disability and parental leave
+ 401(k) and employer-funded retirement plan
+ Paid vacation (from two to five weeks depending on salary grade and tenure)
+ Up to 11 paid holiday opportunities
+ Adoption assistance
+ Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
**E-Verify**
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about the E-Verify program ( .
The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $148,495.00 - $174,700.00
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
**Posting may be closed earlier due to high volume of applicants.**
Business Analyst- Counterparty Risk
Posted today
Job Viewed
Job Description
Our client, a leading financial services organization, is seeking a Business Analyst- Counterparty Risk to join their team. As a Business Analyst, you will be part of the Risk and Regulatory Applications team supporting the Counterparty Credit Risk initiatives. The ideal candidate will have exceptional communication skills, strong project management abilities, and a collaborative spirit which will align successfully in the organization.
**Job Title:** Business Analyst- Counterparty Risk
**Location:** Jersey City, NJ ( 2 days per week hybrid Wednesday and Thurs.)
**Pay Range:** $70-80 per hour (W2 only)
**What's the Job?**
+ Deliver critical business needs related to Counterparty Credit Risk initiatives and enhancements.
+ Collaborate with risk professionals and technologists to develop a robust CCR framework.
+ Present findings and updates to Director level and above stakeholders.
+ Conduct data mapping and sourcing to support regulatory mandates and new business growth.
+ Organize and manage project timelines, meetings, and stakeholder communications effectively.
**What's Needed?**
+ 10+ years of Business Analysis experience in Credit Risk within Financial Services.
+ Strong knowledge of Counterparty Risk and Derivatives Trading concepts.
+ Exceptional verbal and written communication skills.
+ Advanced proficiency in SQL, Excel, Visio, and PowerPoint.
+ Ability to thrive in a fast-paced environment and work collaboratively with team members.
**What's in it for me?**
+ Opportunity to work alongside experienced professionals and elevate your skill set.
+ Engage in meaningful projects that contribute to the overall development of the organization.
+ Be part of a dynamic team that values collaboration and innovation.
+ Gain exposure to regulatory mandates and enhance your expertise in financial risk management.
+ Work in a supportive environment that encourages professional growth and development.
**Upon completion of waiting period consultants are eligible for:**
+ Medical and Prescription Drug Plans
+ Dental Plan
+ Vision Plan
+ Health Savings Account
+ Health Flexible Spending Account
+ Dependent Care Flexible Spending Account
+ Supplemental Life Insurance
+ Short Term and Long Term Disability Insurance
+ Business Travel Insurance
+ 401(k), Plus Match
+ Weekly Pay
If this is a role that interests you and you'd like to learn more, click apply now and a recruiter will be in touch with you to discuss this great opportunity. We look forward to speaking with you!
**About ManpowerGroup, Parent Company of: Manpower, Experis, Talent Solutions, and Jefferson Wells**
_ManpowerGroup® (NYSE: MAN), the leading global workforce solutions company, helps organizations transform in a fast-changing world of work by sourcing, assessing, developing, and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organizations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands -_ **_Manpower, Experis, Talent Solutions, and Jefferson Wells_** _-_ creates substantial value for candidates and clients across more than 75 countries and territories and has done so for over 70 years. We are recognized consistently for our diversity - as a best place to work for Women, Inclusion, Equality and Disability and in 2023 ManpowerGroup was named one of the World's Most Ethical Companies for the 14th year - all confirming our position as the brand of choice for in-demand talent.
ManpowerGroup is committed to providing equal employment opportunities in a professional, high quality work environment. It is the policy of ManpowerGroup and all of its subsidiaries to recruit, train, promote, transfer, pay and take all employment actions without regard to an employee's race, color, national origin, ancestry, sex, sexual orientation, gender identity, genetic information, religion, age, disability, protected veteran status, or any other basis protected by applicable law.
Derivative Counterparty Risk Manager
Posted 3 days ago
Job Viewed
Job Description
**Job Description**
U.S. Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates and foreign exchange derivatives ensuring such products are appropriately configured in counterparty model and risk measures are accurately quantified. The person will also have oversight on all other derivatives products that are used for hedging activities. The hedging product sets include but not limited to credit derivative, credit risk transfer products, equity like derivatives such ETF options. Additional responsibilities include activities that are required regulatory compliance such as risk process for accepting non-standard securities collateral (e.g. corporate bonds). Counterparty risk management for secured financing transactions and its appropriate configuration in risk metrics model will also be part of the responsibilities.
The counterparty risk management function is responsible for the management and control of counterparty risk at US Bank. The group provides independent review of counterparty risk across the business, producing detailed analysis of the derivative portfolio for internal and external constituents and manage the control framework under which counterparty risk is governed.
Serves as an escalation point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and technology on various market data-related topics: Daily market data quantitative analysis, Data quality remediation efforts (e.g., designing quantitative key performance indicators so as to measure quality of data, or, quantitative approaches to fill missing data, working with Front Office desks), Communicates market data quality issues to downstream users
Manages requests for new market data (e.g., participating in new product approval process, interacting with vendor procurement teams). Ensures team adheres to firm-wide policies for data governance and controls. Coordinates with all external model vendors and internal quantitative partners around all key risk analytic topics. Works with model development and validation groups in ensuring the accuracy and reasonableness of the stress test and other model assumptions. Partners with them in ensuring on smooth maintenance of ongoing monitoring of models. Review all counterparty related model documentation and sign-off on key assumptions. Liaison with technology and other key groups regarding counterparty risk infrastructure and processes.
**Basic Qualifications**
- Bachelor's degree in a quantitative field, and 10 or more years of relevant experience
OR
- MA/MS in a quantitative field, and six or more years of related experience
OR
- PhD in a quantitative field, and five or more years of related experience
**Preferred Skills/Experience**
+ Experience in capital markets, industry experience within the specific sector of the position, or a combination of both
+ Master's degree or higher in a quantitative field such as mathematics, engineering, physics, or statistics
+ Required strong Python & SQL
+ Experience financial modeling and strong understanding of stochastic processes
+ Experience building an efficient large scale and complex market data operations/end to end market data engineering processes in a sales and trading environment
+ Experience working with quant teams developing market data management systems which allow for efficient data retrieving to optimize modeling approaches
+ Experience leading large teams/multiple business partners, overseeing business as usual market data operations with strong governance processes and controls
+ Knowledge and understanding of traded derivative and cash products across all asset classes to effectively have discussions with Front Office traders, Market Risk Officers, and Risk Analytics team
+ Experience overseeing the development and implementation of quantitative methods for data quality checks and remediation techniques including statistical data filling methods and proxying
+ Understanding of how market data impacts the downstream uses
+ Counterparty credit risk and CVA
+ Understanding of major market data sources (e.g., Bloomberg, Reuters, Markit)
+ Market data object construction methods for curves and volatility surfaces
+ Risk factor types across asset classes
+ Market data related to regulatory requirements
+ Experience in quantitative or complex data management field
+ Experience working with large scale and complex data management systems
+ Proficient in Python and SQL (reading and writing queries)
**_NOTE: This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days._**
If there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants ( .
**Benefits:**
Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):
+ Healthcare (medical, dental, vision)
+ Basic term and optional term life insurance
+ Short-term and long-term disability
+ Pregnancy disability and parental leave
+ 401(k) and employer-funded retirement plan
+ Paid vacation (from two to five weeks depending on salary grade and tenure)
+ Up to 11 paid holiday opportunities
+ Adoption assistance
+ Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
**E-Verify**
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about the E-Verify program ( .
The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $148,495.00 - $174,700.00
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
**Posting may be closed earlier due to high volume of applicants.**
Derivative Counterparty Risk Manager
Posted 3 days ago
Job Viewed
Job Description
**Job Description**
U.S. Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates and foreign exchange derivatives ensuring such products are appropriately configured in counterparty model and risk measures are accurately quantified. The person will also have oversight on all other derivatives products that are used for hedging activities. The hedging product sets include but not limited to credit derivative, credit risk transfer products, equity like derivatives such ETF options. Additional responsibilities include activities that are required regulatory compliance such as risk process for accepting non-standard securities collateral (e.g. corporate bonds). Counterparty risk management for secured financing transactions and its appropriate configuration in risk metrics model will also be part of the responsibilities.
The counterparty risk management function is responsible for the management and control of counterparty risk at US Bank. The group provides independent review of counterparty risk across the business, producing detailed analysis of the derivative portfolio for internal and external constituents and manage the control framework under which counterparty risk is governed.
Serves as an escalation point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and technology on various market data-related topics: Daily market data quantitative analysis, Data quality remediation efforts (e.g., designing quantitative key performance indicators so as to measure quality of data, or, quantitative approaches to fill missing data, working with Front Office desks), Communicates market data quality issues to downstream users
Manages requests for new market data (e.g., participating in new product approval process, interacting with vendor procurement teams). Ensures team adheres to firm-wide policies for data governance and controls. Coordinates with all external model vendors and internal quantitative partners around all key risk analytic topics. Works with model development and validation groups in ensuring the accuracy and reasonableness of the stress test and other model assumptions. Partners with them in ensuring on smooth maintenance of ongoing monitoring of models. Review all counterparty related model documentation and sign-off on key assumptions. Liaison with technology and other key groups regarding counterparty risk infrastructure and processes.
**Basic Qualifications**
- Bachelor's degree in a quantitative field, and 10 or more years of relevant experience
OR
- MA/MS in a quantitative field, and six or more years of related experience
OR
- PhD in a quantitative field, and five or more years of related experience
**Preferred Skills/Experience**
+ Experience in capital markets, industry experience within the specific sector of the position, or a combination of both
+ Master's degree or higher in a quantitative field such as mathematics, engineering, physics, or statistics
+ Required strong Python & SQL
+ Experience financial modeling and strong understanding of stochastic processes
+ Experience building an efficient large scale and complex market data operations/end to end market data engineering processes in a sales and trading environment
+ Experience working with quant teams developing market data management systems which allow for efficient data retrieving to optimize modeling approaches
+ Experience leading large teams/multiple business partners, overseeing business as usual market data operations with strong governance processes and controls
+ Knowledge and understanding of traded derivative and cash products across all asset classes to effectively have discussions with Front Office traders, Market Risk Officers, and Risk Analytics team
+ Experience overseeing the development and implementation of quantitative methods for data quality checks and remediation techniques including statistical data filling methods and proxying
+ Understanding of how market data impacts the downstream uses
+ Counterparty credit risk and CVA
+ Understanding of major market data sources (e.g., Bloomberg, Reuters, Markit)
+ Market data object construction methods for curves and volatility surfaces
+ Risk factor types across asset classes
+ Market data related to regulatory requirements
+ Experience in quantitative or complex data management field
+ Experience working with large scale and complex data management systems
+ Proficient in Python and SQL (reading and writing queries)
**_NOTE: This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days._**
If there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants ( .
**Benefits:**
Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):
+ Healthcare (medical, dental, vision)
+ Basic term and optional term life insurance
+ Short-term and long-term disability
+ Pregnancy disability and parental leave
+ 401(k) and employer-funded retirement plan
+ Paid vacation (from two to five weeks depending on salary grade and tenure)
+ Up to 11 paid holiday opportunities
+ Adoption assistance
+ Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
**E-Verify**
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about the E-Verify program ( .
The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $148,495.00 - $174,700.00
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
**Posting may be closed earlier due to high volume of applicants.**
Derivative Counterparty Risk Manager
Posted 3 days ago
Job Viewed
Job Description
**Job Description**
U.S. Bank is seeking a Quantitative Analyst to provide oversight on derivative business growth covering rates and foreign exchange derivatives ensuring such products are appropriately configured in counterparty model and risk measures are accurately quantified. The person will also have oversight on all other derivatives products that are used for hedging activities. The hedging product sets include but not limited to credit derivative, credit risk transfer products, equity like derivatives such ETF options. Additional responsibilities include activities that are required regulatory compliance such as risk process for accepting non-standard securities collateral (e.g. corporate bonds). Counterparty risk management for secured financing transactions and its appropriate configuration in risk metrics model will also be part of the responsibilities.
The counterparty risk management function is responsible for the management and control of counterparty risk at US Bank. The group provides independent review of counterparty risk across the business, producing detailed analysis of the derivative portfolio for internal and external constituents and manage the control framework under which counterparty risk is governed.
Serves as an escalation point in interactions with stakeholders across Front Office and Quantitative Model teams including development of teams and technology on various market data-related topics: Daily market data quantitative analysis, Data quality remediation efforts (e.g., designing quantitative key performance indicators so as to measure quality of data, or, quantitative approaches to fill missing data, working with Front Office desks), Communicates market data quality issues to downstream users
Manages requests for new market data (e.g., participating in new product approval process, interacting with vendor procurement teams). Ensures team adheres to firm-wide policies for data governance and controls. Coordinates with all external model vendors and internal quantitative partners around all key risk analytic topics. Works with model development and validation groups in ensuring the accuracy and reasonableness of the stress test and other model assumptions. Partners with them in ensuring on smooth maintenance of ongoing monitoring of models. Review all counterparty related model documentation and sign-off on key assumptions. Liaison with technology and other key groups regarding counterparty risk infrastructure and processes.
**Basic Qualifications**
- Bachelor's degree in a quantitative field, and 10 or more years of relevant experience
OR
- MA/MS in a quantitative field, and six or more years of related experience
OR
- PhD in a quantitative field, and five or more years of related experience
**Preferred Skills/Experience**
+ Experience in capital markets, industry experience within the specific sector of the position, or a combination of both
+ Master's degree or higher in a quantitative field such as mathematics, engineering, physics, or statistics
+ Required strong Python & SQL
+ Experience financial modeling and strong understanding of stochastic processes
+ Experience building an efficient large scale and complex market data operations/end to end market data engineering processes in a sales and trading environment
+ Experience working with quant teams developing market data management systems which allow for efficient data retrieving to optimize modeling approaches
+ Experience leading large teams/multiple business partners, overseeing business as usual market data operations with strong governance processes and controls
+ Knowledge and understanding of traded derivative and cash products across all asset classes to effectively have discussions with Front Office traders, Market Risk Officers, and Risk Analytics team
+ Experience overseeing the development and implementation of quantitative methods for data quality checks and remediation techniques including statistical data filling methods and proxying
+ Understanding of how market data impacts the downstream uses
+ Counterparty credit risk and CVA
+ Understanding of major market data sources (e.g., Bloomberg, Reuters, Markit)
+ Market data object construction methods for curves and volatility surfaces
+ Risk factor types across asset classes
+ Market data related to regulatory requirements
+ Experience in quantitative or complex data management field
+ Experience working with large scale and complex data management systems
+ Proficient in Python and SQL (reading and writing queries)
**_NOTE: This role offers a hybrid/flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days._**
If there's anything we can do to accommodate a disability during any portion of the application or hiring process, please refer to our disability accommodations for applicants ( .
**Benefits:**
Our approach to benefits and total rewards considers our team members' whole selves and what may be needed to thrive in and outside work. That's why our benefits are designed to help you and your family boost your health, protect your financial security and give you peace of mind. Our benefits include the following (some may vary based on role, location or hours):
+ Healthcare (medical, dental, vision)
+ Basic term and optional term life insurance
+ Short-term and long-term disability
+ Pregnancy disability and parental leave
+ 401(k) and employer-funded retirement plan
+ Paid vacation (from two to five weeks depending on salary grade and tenure)
+ Up to 11 paid holiday opportunities
+ Adoption assistance
+ Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law
U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law.
**E-Verify**
U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program in all facilities located in the United States and certain U.S. territories. The E-Verify program is an Internet-based employment eligibility verification system operated by the U.S. Citizenship and Immigration Services. Learn more about the E-Verify program ( .
The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range: $148,495.00 - $174,700.00
U.S. Bank will consider qualified applicants with arrest or conviction records for employment. U.S. Bank conducts background checks consistent with applicable local laws, including the Los Angeles County Fair Chance Ordinance and the California Fair Chance Act as well as the San Francisco Fair Chance Ordinance. U.S. Bank is subject to, and conducts background checks consistent with the requirements of Section 19 of the Federal Deposit Insurance Act (FDIA). In addition, certain positions may also be subject to the requirements of FINRA, NMLS registration, Reg Z, Reg G, OFAC, the NFA, the FCPA, the Bank Secrecy Act, the SAFE Act, and/or federal guidelines applicable to an agreement, such as those related to ethics, safety, or operational procedures.
Applicants must be able to comply with U.S. Bank policies and procedures including the Code of Ethics and Business Conduct and related workplace conduct and safety policies.
**Posting may be closed earlier due to high volume of applicants.**
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Risk Management- Counterparty Credit Risk- Associate
Posted 1 day ago
Job Viewed
Job Description
CCR is seeking an Associate to join the Counterparty Risk team in Plano, Texas. The successful candidate will conduct in-depth portfolio analysis, stress testing, and scenario analysis to assess counterparty portfolio exposures under various market conditions. Responsibilities include collaborating with stakeholders such as Credit Officers, Technology, Quantitative Research (QR), Product, and Risk Reporting teams to enhance existing processes and develop tools for efficiency and automation. The candidate will work with team members and stakeholders across various locations to augment counterparty risk metrics, develop strategic capabilities, establish synergies & best practices, and ensure accurate & timely delivery of team's objectives.
**Job Responsibilities**
- Monitor portfolio risk metrics, including Strategic Stress Exposure (SSE), Gross Market Concentrations (GMC), Wrong Way (WW) Risks, and Stress Expected Losses (Stress EL), to ensure compliance with prescribed thresholds and tolerances.
- Conduct ad-hoc deep-dives on market themes, concentrated risks, exposure trends, and client positioning to evaluate potential emerging risks and identify risk management strategies.
- Identify, recommend, and assist in developing methodology, frameworks (e.g. risk appetite, limit, etc) and solutions to optimize portfolio risk management and enhance decision-making processes.
- Execute and analyze regulatory stress submissions (e.g CCAR, EAD/MPE, RWA capital etc.), for counterparty credit risk.
-Prepare accurate and timely analysis for regulatory and management requests on counterparty risks and stress.
-Stay informed about the regulatory landscape, stress testing requirements, and methodologies to ensure compliance and best practices.
-Collaborate with cross-functional teams, including risk officers, technology, and risk reporting, to ensure comprehensive analysis and reporting of counterparty exposures.
-Contribute to firm-wide projects focused on key counterparty credit exposure metrics and technical enhancements.
**Required Qualifications, Capabilities, and Skills**
- Bachelor's degree in quantitative disciplines such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, or Economics.
- Over 3 years of experience in risk management, stress testing, or portfolio analytics within a financial institution.
- Strong understanding of the sensitivity (e.g. delta, vega) of a derivative pricing, and the product knowledge of futures/options/other derivatives
- Strong understanding of financial markets with the ability to connect market events to portfolio risks.
- Fundamental knowledge of collaterals, margin requirement of counterparty portfolio.
- Excellent analytical and problem-solving skills, with an inquisitive nature and comfort in challenging current practices.
- Strong communication and presentation skills, capable of conveying complex information to diverse audiences.
- Ability to work under pressure and deliver on multiple tight, time-sensitive deadlines.
- Innovative and creative thinker with the ability to improve current processes and achieve efficiencies.
- Experience with coding and data visualization tools such as Python, Tableau, and SQL,
**Preferred Qualifications, Capabilities, and Skills**
- Master's degree or professional designations such as CFA, CQF, or FRM.
- Experience in Market / Credit risk, Trading, or Trading middle office functions.
- Strong product knowledge and quantitative skills across a broad range of asset classes and investment strategies.
**To be eligible for this role, you must be authorized to work in the United States. We do not offer any type of employment-based immigration sponsorship for this role. Likewise, JPMorgan Chase & Co., will not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit including optional practical training (OPT) or curricular practical training (CPT).**
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
Risk Management- Counterparty Credit Risk- Associate
Posted 2 days ago
Job Viewed
Job Description
CCR is seeking an Associate to join the Counterparty Risk team in Plano, Texas. The successful candidate will conduct in-depth portfolio analysis, stress testing, and scenario analysis to assess counterparty portfolio exposures under various market conditions. Responsibilities include collaborating with stakeholders such as Credit Officers, Technology, Quantitative Research (QR), Product, and Risk Reporting teams to enhance existing processes and develop tools for efficiency and automation. The candidate will work with team members and stakeholders across various locations to augment counterparty risk metrics, develop strategic capabilities, establish synergies & best practices, and ensure accurate & timely delivery of team's objectives.
Job Responsibilities
• Monitor portfolio risk metrics, including Strategic Stress Exposure (SSE), Gross Market Concentrations (GMC), Wrong Way (WW) Risks, and Stress Expected Losses (Stress EL), to ensure compliance with prescribed thresholds and tolerances.
• Conduct ad-hoc deep-dives on market themes, concentrated risks, exposure trends, and client positioning to evaluate potential emerging risks and identify risk management strategies.
• Identify, recommend, and assist in developing methodology, frameworks (e.g. risk appetite, limit, etc) and solutions to optimize portfolio risk management and enhance decision-making processes.
• Execute and analyze regulatory stress submissions (e.g CCAR, EAD/MPE, RWA capital etc.), for counterparty credit risk.
•Prepare accurate and timely analysis for regulatory and management requests on counterparty risks and stress.
•Stay informed about the regulatory landscape, stress testing requirements, and methodologies to ensure compliance and best practices.
•Collaborate with cross-functional teams, including risk officers, technology, and risk reporting, to ensure comprehensive analysis and reporting of counterparty exposures.
•Contribute to firm-wide projects focused on key counterparty credit exposure metrics and technical enhancements.
Required Qualifications, Capabilities, and Skills
• Bachelor's degree in quantitative disciplines such as Financial Engineering, Mathematics, Physics, Statistics, Engineering, Finance, or Economics.
• Over 3 years of experience in risk management, stress testing, or portfolio analytics within a financial institution.
• Strong understanding of the sensitivity (e.g. delta, vega) of a derivative pricing, and the product knowledge of futures/options/other derivatives
• Strong understanding of financial markets with the ability to connect market events to portfolio risks.
• Fundamental knowledge of collaterals, margin requirement of counterparty portfolio.
• Excellent analytical and problem-solving skills, with an inquisitive nature and comfort in challenging current practices.
• Strong communication and presentation skills, capable of conveying complex information to diverse audiences.
• Ability to work under pressure and deliver on multiple tight, time-sensitive deadlines.
• Innovative and creative thinker with the ability to improve current processes and achieve efficiencies.
• Experience with coding and data visualization tools such as Python, Tableau, and SQL,
Preferred Qualifications, Capabilities, and Skills
• Master's degree or professional designations such as CFA, CQF, or FRM.
• Experience in Market / Credit risk, Trading, or Trading middle office functions.
• Strong product knowledge and quantitative skills across a broad range of asset classes and investment strategies.
To be eligible for this role, you must be authorized to work in the United States. We do not offer any type of employment-based immigration sponsorship for this role. Likewise, JPMorgan Chase & Co., will not provide any assistance or sign any documentation in support of any other form of immigration sponsorship or benefit including optional practical training (OPT) or curricular practical training (CPT).
JPMorganChase, one of the oldest financial institutions, offers innovative financial solutions to millions of consumers, small businesses and many of the world's most prominent corporate, institutional and government clients under the J.P. Morgan and Chase brands. Our history spans over 200 years and today we are a leader in investment banking, consumer and small business banking, commercial banking, financial transaction processing and asset management.
We offer a competitive total rewards package including base salary determined based on the role, experience, skill set and location. Those in eligible roles may receive commission-based pay and/or discretionary incentive compensation, paid in the form of cash and/or forfeitable equity, awarded in recognition of individual achievements and contributions. We also offer a range of benefits and programs to meet employee needs, based on eligibility. These benefits include comprehensive health care coverage, on-site health and wellness centers, a retirement savings plan, backup childcare, tuition reimbursement, mental health support, financial coaching and more. Additional details about total compensation and benefits will be provided during the hiring process.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants' and employees' religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
JPMorgan Chase & Co. is an Equal Opportunity Employer, including Disability/Veterans
MF Counterparty Risk - Risk Analysis - Advisor
Posted 2 days ago
Job Viewed
Job Description
Playing an essential role in the U.S. economy, Fannie Mae is foundational to housing finance. Here, your expertise can help fuel purpose-driven innovation that expands access to homeownership and affordable rental housing across the country. Join Fannie Mae to grow your career and help people find a place to call home. Job Description As a MF Counterparty Risk Analysis advisor, you will play a critical role in evaluating and managing the operational and compliance risk s associated with MF D elegation, Underwriting and Servicing (DUS) Lenders. The advisor role will combine risk management expertise and relationship skills across MF to deliver insightful risk analysis, advise leadership on emerging exposures and strengthen the risk framework supporting the MF business. You will also c ontribute to strategic technology and infrastructure initiative s aimed to enhancing risk analytics and reporting capabilities . Please note this is an in-office position based out of the Fannie Mae Washington, DC office. The Impact You Will Make: Counterparty Risk Assessments: * Conduct comprehensive evaluations of DUS lenders and servicers including detailed operational performance reviews and compliance risk assessments. * Review and ev aluate counterparties' adherence to and compliance with MF DUS Guide and Program Rules requirements and regulatory obligations. * Perform detailed due diligence on new counterparties as part of the approval and onboarding process. * Provide clear recommendations and presentations to inform senior management regarding overall counterparty risk profiles. Risk Monitoring and Surveillance * Perform ongoing monitoring of lender performance including operational and financial risks utilizing dashboards and risk indicators to identify emerging risks and trends. * Assess the efficiency of operations, the robustness of risk management strategies, and the adequacy of internal controls implemented by DUS lenders. * Recommend and track mitigation actions for elevated risk issues relating to counterparties. Governance and Risk Framework Support * Contribute to the development and enhancement of compliance test protocols, policies, procedures and risk controls governing counterparty risk management. * Participate in decision forums to present fin dings and provide detailed insights into Lender performance. * Ensure alignment with Enterprise risk management standards and regulatory expectations. Collaboration and Relationship Management * Partner with internal and external stakeholders to ensure consistent understanding of counterparty strength and risk exposures. * Communicate key risk insights and provide feedback to Lenders to promote strong and sustainable lender relationships. * Act as a subject matter expert and trusted advisor on counterparty risk . * matters. Qualifications THE EXPERIENCE YOU BRING TO THE TEAM Minimum Required Experiences & Skills * 6 years Desired Experiences & Skills * Bachelor's degree or equivalent. * Experience in Multifamily or Commercial Real Estate Finance sector, including any agency e xpertise. * Audit , Compliance risk analysis and Control testing. * Design ing Compliance test protocols. * Data driven decision-making and reporting. * Policy interpretation and risk governance support . * Strategic and forward-looking thinking with a risk mindset. * Stakeholder /C ustomer communication and influence. * Continuous improvement and risk culture advocacy. * Strong written and verbal communication skills. * Ability to manage multiple projects with high attention to detail. Qualifications Education: Bachelor's Level Degree (Required) The future is what you make it to be. Discover compelling opportunities at Fanniemae.com/careers. For most roles, employees are expected to work onsite on a regular basis at their designated office location. In-office work cadence is determined by your manager. Proximity within a reasonable commute to your designated office location is preferred unless the job is noted as open to remote. Fannie Mae is an equal opportunity employer and considers qualified applicants for employment without regard to race, color, religion, sex, national origin, disability, age, sexual orientation, gender identity/gender expression, marital or parental status, or any other protected factor. Fannie Mae is committed to providing reasonable accommodations to qualified individuals with disabilities who are employees or applicants for employment, unless to do so would cause undue hardship to the company. If you need assistance using our online system and/or you need a reasonable accommodation related to the hiring/application process, please complete this form . The hiring range for this role is set forth below. Final salaries will generally vary within that range based on factors that include but are not limited to, skill set, depth of experience, certifications, and other relevant qualifications. This position is eligible to participate in a Fannie Mae incentive program (subject to the terms of the program). As part of our comprehensive benefits package, Fannie Mae offers a broad range of Health, Life, Voluntary Lifestyle, and other benefits and perks that enhance an employee's physical, mental, emotional, and financial well-being. See more here . Requisition compensation: to