Counterparty Credit Risk Analytics Manager

Lead cutting-edge analytics at the forefront of counter party credit risk with a hybrid role at a premier firm in Toronto. Drive robust exposure methodologies using advanced quantitative expertise.

As a Senior Manager, you will oversee CCR analytics and exposure measurement, ensuring model integrity and delivering actionable insights to the trading desks. Your leadership in managing a team will be critical in achieving accurate risk assessments and aligning analytics frameworks with regulatory standards.

Key Responsibilities:

• Lead calculation and validation of CCR metrics including PFE and Settlement

• Oversee modeling of complex/non-standard trades

• Implement improvements to pricing models and methodologies

• Provide analytics to trading desks on exposures and sensitivities

• Drive automation processes for CCR analytics

Requirements:

• MSc or equivalent in Finance, Mathematics, or related field

• 7–10 years in CCR analytics or quantitative risk roles

• Strong knowledge of exposure metrics and derivatives

• Proficiency in Python/SQL for analytics

• Leadership skills in mentoring and team management

Achieve excellence in counter party credit risk analytics, shaping insights that drive business decisions and regulatory compliance.
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