Quantitative Finance Analyst

This role conducts quantitative analysis for counterparty credit risk within Global Markets. You will manage limit frameworks, monitor risk factors, perform portfolio analysis, and generate reports for stakeholders and regulators. This position involves partnering with Credit Officers and Sales & Trading to support underwriting and new trade approvals.

• Manage counterparty stress-based concentration limit frameworks
• Perform BAU CCR stress testing and analyze results
• Partner with Credit Officers and Sales & Trading on limit calibration
• Lead sector-specific CCR portfolio reviews and deep dives
• Develop risk analytics and secondary Points of Weakness measures
• Represent CCR in regulatory exams and address findings