Manager, Counterparty Risk

4 days ago


Chicago, United States JCW Full time

Our client is a leading financial instituion who is seeking an experienced Market Counterparty Risk Manager to join their dynamic risk management team. This role is critical in managing and mitigating risks associated with the institution’s capital markets activities, ensuring robust risk frameworks and compliance with regulatory standards.


Key Responsibilities

  • Assess and manage counterparty credit risk within capital markets activities, focusing on foreign exchange, securities lending, and derivatives.
  • Develop and execute stress testing models to evaluate counterparty credit exposures, providing insights to senior management and committees.
  • Analyze and interpret Value at Risk (VaR) models and other risk metrics to ensure alignment with the institution’s risk appetite.
  • Collaborate with trading teams to provide consultative risk expertise and support new product launches from a financial and credit risk perspective.
  • Produce detailed risk reports tailored for senior stakeholders, synthesizing data into actionable recommendations.


Qualifications

  • Proven experience in capital markets, counterparty risk, credit stress testing, and financial modeling.
  • Strong knowledge of regulatory frameworks and financial instruments.
  • Exceptional analytical, communication, and stakeholder management skills.



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