Vice President, Counterparty Credit Risk Quant

The Company is seeking a Vice President, Counterparty Credit Risk Quant to strengthen its risk frameworks across multiple entities and jurisdictions. The role will design and enhance counterparty credit risk stress testing, develop scenarios aligned with market and regulatory expectations, and support capital initiatives. Responsibilities include collaborating with quantitative and risk teams to improve methodologies, maintaining robust models and governance, and presenting analysis to senior committees. The successful candidate will also promote consistent risk practices and translate technical findings into actionable business decisions. Candidates should bring counterparty credit risk analytics experience in banking or capital markets, including exposure modelling, stress testing, and wrong-way risk analysis. Knowledge of derivatives, fixed income, securities financing transactions, Basel regulations, and relevant capital frameworks is required. Experience developing or enhancing quantitative risk models is important, along with proficiency in analytical tools such as Python, SQL, VBA, or R and data visualization platforms. Strong stakeholder communication and the ability to explain complex analysis clearly are essential.