Professional – Counterparty Risk Management

McLean

Friday, 29 May 2026

This position supports the ongoing measurement, monitoring, and management of counterparty credit risk across multiple portfolios. The role works closely with ALM, Cash Window, Retained Portfolio, and other trading desks to ensure counterparty exposures remain within approved limits and risk appetite. The position offers deep exposure to counterparty risk modeling and regulatory capital frameworks, a strong foundation for growth within the capital markets space, and opportunities to influence business decision-making. Our Impact. Act as primary user and model business owner for counterparty exposure models, including both stochastic and deterministic methodologies. Support model change management, including development of business requirements (often to support new business initiatives), coordination with technology partners, and execution of user acceptance testing. Develop and maintain a working understanding of ICM technology and data infrastructure relevant to counterparty exposure, stress testing, and capital calculations. Provide ad hoc analysis and support to senior management, ERM, and Trading, among other business stakeholders as needed. Your Impact. Perform daily counterparty exposure calculations and monitor compliance with approved counterparty limits. Execute periodic stress testing, including regulatory and internal scenarios, and support related reporting. Support regulatory capital calculations and methodologies related to counterparty credit risk. Qualifications 2–5 years of relevant professional experience in risk management, quantitative analysis, finance, or a related discipline. Strong analytical, problem-solving, and quantitative skills. Advanced Microsoft Excel skills required. Keys to Success. Demonstrated written and verbal communication skills, with the ability to communicate technical concepts clearly to different audiences. Ability to manage multiple priorities and perform effectively in a fast-paced environment. Experience with SQL and Python strongly preferred. Experience with or strong interest in artificial intelligence / generative AI tools and techniques strongly preferred.

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