Counterparty Credit Risk - Quantitative Analyst
Listed on 2026-11-04
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Finance & Banking
Risk Manager/Analyst, Banking Analyst
Bank of America is seeking a Counter party Credit Risk analyst to perform quantitative analysis for CCR in Global Markets. This role supports management of stress-based concentration limits, Wrong Way Risk, and Contingent Market Risk, and prepares reporting for internal governance and regulators.
You will partner with Credit Officers, Enterprise Credit Risk, and FLU Sales & Trading on limit calibration, lead sector reviews, develop risk analytics, and represent CCR in regulatory exams.
Are you ready to take on the Counter party Credit Risk
- Quantitative Analyst role at NBMBAA?
We are seeking a motivated Counter party Credit Risk
- Quantitative Analyst to join NBMBAA in New York, NY, United States.
Consider building your career as a Counter party Credit Risk
- Quantitative Analyst at NBMBAA.
The Counter party Credit Risk
- Quantitative Analyst position in the Finance, IT & Technology field is open for applications.
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