Quantitative specialist for developing and managing analytics for counterparty credit risk models. Candidate will join the Risk Analytics group that partakes in model development over the full life-cycle of modes: from methodology to design to local implementation and validation. The successful candidate will also provide quantitative risk analysis to support daily counterparty credit risk management. Responsibilities: · Develop and implement analytics for counterparty credit risk management. · Build infrastructure to consolidate counterparty credit risk models across systems. · Perform quantitative research to implement model changes, enhancements and remediations. · Work with stakeholders across business and functional teams during model development process. · Create tools and dashboards which can enhance and improve the risk analysis. · Conduct analysis on existing model short-comings and design remediation plans. · Maintain, update and back-test risk models. · Assess the methodologies and processes to identify potential weaknesses and the associated materiality of the risk Qualifications · At least a Master’s Degree in quantitative subject; PhD Degree is a plus. · Deep understanding of pricing and risk calculations for financial derivatives. · Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT systems. · At least 3-5 years of experience in counterparty credit risk modeling. · Strong project management and organizational skills. · Proficient programming skills in python (other languages such as R is a plus), and strong data handling skills in SQL. · Excellent written skills (ability to produce well-structured model documentation). · Knowledge of Numerix and/or Bloomberg a plus.