Counterparty Credit Risk - Quantitative Analyst
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Finance & Banking
Job Description & How to Apply Below
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.
We have an opening for a Counter party Credit Risk
- Quantitative Analyst in New York, NY, United States within Finance, IT & Technology.
This is a strong opportunity to take on the Counter party Credit Risk
- Quantitative Analyst role at NBMBAA.
As a Counter party Credit Risk
- Quantitative Analyst, you will play an important part at NBMBAA in New York, NY, United States.
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