Vice President, Counterparty Credit Risk Quant

The Company is in search of a Counterparty Credit Risk Quant at the Vice President level. The successful candidate will be responsible for the development and management of counterparty credit risk stress-testing scenarios in line with market risk frameworks. This role involves collaboration with the Americas Quant team to enhance and implement stress-testing scenarios for the EMEA portfolio, as well as contributing to the Credit and Counterparty Credit Risk Committee by providing key risk insights and reporting. The role also includes delivering risk management services to regional entities, supporting the expansion of ICAAP and ICARA frameworks, and ensuring that risk and capital models comply with internal policies and regulatory requirements. Applicants for the Counterparty Credit Risk Quant - Vice President position at the company should have a strong background in CCR analytics within financial services, with a solid understanding of CCR metrics and extensive knowledge of fixed income and derivative products. Hands-on experience with risk models, particularly VaR and Expected Shortfall, and a strong grasp of Basel capital regulations for market risk and CCR are essential. The role requires advanced proficiency in Excel, programming skills in Python, VBA, R, and SQL, as well as experience in building and using data visualization dashboards. Proficiency with industry tools and platforms such as Bloomberg, Power BI, and Microsoft Office applications is also necessary. The ideal candidate will be adept at participating in ICAAP/ICARA processes and have a proven track record in risk appetite setting, scenario design, stress testing, and capital assessments.