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We are seeking a highly motivated Counterparty Credit Risk (CCR) professional to join our Risk Management team. The role involves measuring, monitoring, analyzing, and reporting counterparty credit risk exposure arising from derivatives, securities financing transactions (SFTs), and other trading activities. The ideal candidate should possess strong quantitative skills, a sound understanding of financial markets, and experience working with front-office, risk, and regulatory teams.

• Monitor and assess counterparty credit exposures across OTC derivatives, FX, repo, securities lending, and other traded products.
• Perform daily exposure calculations, limit monitoring, stress testing, and risk reporting.
• Analyze key CCR metrics such as: Current Exposure (CE), Potential Future Exposure (PFE), Expected Positive Exposure (EPE), Credit Valuation Adjustment (CVA), Wrong-Way Risk (WWR).
• Review counterparty limits and identify breach/excess situations.
• Support counterparty onboarding, review, and ongoing credit assessments.
• Evaluate legal documentation including ISDA, CSA, GMRA, and related agreements.
• Conduct stress-testing and scenario analysis to assess counterparty vulnerability under adverse market conditions.
• Partner with Trading, Market Risk, Credit Risk, Finance, and Operations teams to investigate exposure movements and risk concentrations.
• Prepare risk presentations and management reports for senior stakeholders.
• Support regulatory initiatives related to Basel III/IV, SA-CCR, and other regulatory requirements.
• Participate in model validation, methodology enhancements, and risk framework improvements.

• Bachelor's or Master's degree in Finance, Economics, Mathematics, Engineering, Statistics, or a related quantitative discipline.
• 5–8 years of experience in Counterparty Credit Risk, Credit Risk, Market Risk, or Risk Analytics within investment banking, global markets, or financial services.
• Strong understanding of: OTC Derivatives, Fixed Income Products, FX Products, Securities Financing Transactions, Margining & Collateral Management.
• Knowledge of SA-CCR, Basel regulations, and exposure measurement methodologies.
• Experience with risk systems and analytical tools used in investment banking environments.
• Strong quantitative and analytical skills.

• Proficiency in Excel and PowerPoint.
• Working knowledge of SQL; experience with Python/R/VBA is preferred.
• Familiarity with risk platforms such as Murex, Calypso, Athena, Imagine, or equivalent systems.
• Ability to analyze large datasets and perform exposure/risk investigations.

• FRM, CFA, PRM, or equivalent certification preferred.
• Experience working with global risk teams and front-office stakeholders.
• Knowledge of regulatory capital frameworks and CCR capital calculations.

• Strong analytical and problem-solving skills
• Stakeholder management
• Risk identification and escalation
• Attention to detail
• Communication and presentation skills
• Ability to work in a fast-paced trading environment
• Ownership and accountability

• Accurate and timely risk reporting.
• Effective monitoring of counterparty exposures and limits.
• Timely identification and escalation of emerging risks.
• Strong partnership with trading desks, credit officers, and regulatory teams.
• Continuous improvement of CCR methodologies and reporting processes.