Closely monitor Counterparty Credit Risk (CCR) analytics for large Day-of-Day (DoD) and Month-on-Month (MoM) moves in Potential Future Exposure (PFE) at the counterparty level. Analyze and validate exposures (PFE) to identify any limit triggers and credit limit breaches. Actively engage with the risk modeling team to define or enhance PFE methodology for both existing and new financial products. Perform credit limit sizing and define maximum tenor limits for new deal activities and the existing trade portfolio. Analyze stress testing results and contribute to improving the existing stress testing framework. Perform XVA (X-Value Adjustment) analysis, monitoring and explaining significant move caused by financial events. Review the top 20 counterparty exposures and collateral balances. Closely monitor and review the Counterparty Credit Valuation Adjustment (CVA) limit framework. At the end of each month, provide commentary on significant exposure movements within the top 20 exposures, industry/country exposures, and product exposure analysis across Interest Rates (IR), Foreign Exchange (FX), and non-derivative transactions. Prepare CCR slides for senior management discussions and committees. Conduct Wrong Way Risk (WWR) analysis for counterparties and enhances the existing WWR framework. Ensure the accuracy and comprehensiveness of daily counterparty credit exposure reports and collaborate with various groups within Capital Markets to address credit exposure-related issues promptly.Requirements:Master’s in Finance, Economics or Applied Economics and Management, plus three years of experience in the position offered or a financial analyst or hedge fund analyst position for an investment bank, hedge fund or investment consulting firm.**All required experience must have included performing exposure analysis and risk management; understanding of capital markets in trading strategies, such as macro, equity long/short and credit, and various financial products, including derivatives, fixed income, and equity; performing exposure measurement, monitoring and analysis; building risk limit and key risk indicators; using knowledge of financial institutions’ (bank and hedge fund) structure, policies and procedures; performing due diligence on capital markets, derivatives and financial products using Bloomberg; preparing reports on market events, exposure moves, concentration report, and stress testing; conducting advanced portfolio simulation, optimization and other ad-hoc statistical project using data analysis software (Python, Excel, and Power BI) and databases (SQL).This role entails hybrid work, with time split between working in our New York, NY office and flexibility to telecommute from another U.S. location.

　　Minimum Salary: 152,506Maximum Salary: 152,506Salary Unit: Yearly