Apply on Employer Site

Selby Jennings · 8 hours ago

VP Counterparty Risk/XVA Quant

New York, NY

Full-time

Onsite

Mid, Senior Level

$150K/yr - $190K/yr

5+ years exp

Selby Jennings is a Global Investment Bank looking to hire a VP level Counterparty Risk/XVA Quant to enhance PFE modeling and analyze various modeling approaches. The role involves leading discussions on modeling new products, implementing new models, and performing ongoing counterparty surveillance and risk exposure monitoring.

BankingEmploymentRecruiting

Hiring Manager

Max Nicholson

Responsibilities

Monitor models analyzing the results for any remediation action

Define and enhance methodology for existing and new products

Model reviews and ensuring compliance with regulatory standards

Model risks and limitations identification

Analysis of stress testing results and enhancing frameworks

Qualification

Counterparty credit riskMarket risk modelingDerivatives valuationStatistical programmingModel developmentAnalytical skillsProblem-solving skillsCommunication skills