Counterparty Risk Analyst - Derivatives & Credit Analytics

US Bank; New York (NY); Hybrid; USD 120,000 - 180,000; Full time

Benefits offered by this job

Healthcare benefits

401(k) plan

Paid vacation and holidays

Disability insurance

Parental leave

Job summary

U.S. Bank seeks a Counterparty Risk Analyst to perform pre-trade credit risk analysis of derivatives, repos and related products. You will quantify EE, PFE, and stressed exposures, review limits and collateral, and ensure risk controls prior to trade execution.

You will work with trading, credit and risk teams to identify concentrations and propose mitigants in a fast-paced environment, requiring strong analytical and communication skills.

Qualifications

• Bachelor's degree or equivalent work experience required.
• Strong analytical and quantitative skills with ability to evaluate complex risk exposures.
• Experience with counterparty risk concepts and financial products is preferred.

Responsibilities

• Conduct pre-trade counterparty credit risk analysis for diverse products.
• Quantify exposure using EE, PFE, and stressed metrics to assess market impact.
• Evaluate transactions against limits, collateral, and regulatory requirements.
• Collaborate with trading, credit and risk teams to identify risk concentrations and mitigants.

Skills

Analytical skills

Quantitative skills

Python

SQL

VBA

Risk reporting

Communication skills

Understanding EE/PFE/CVA

Education

Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, Physics, Computer Science, or related quantitative discipline

Master's degree in Finance, Financial Engineering, Mathematics, Statistics, Economics, Engineering, or related quantitative field

Tools

Python

SQL

VBA

Risk management platforms

Job description

U.S. Bank seeks a Counterparty Risk Analyst to perform pre-trade credit risk analysis of derivatives, repos and related products. You will quantify EE, PFE, and stressed exposures, review limits and collateral, and ensure risk controls prior to trade execution.

You will work with trading, credit and risk teams to identify concentrations and propose mitigants in a fast-paced environment, requiring strong analytical and communication skills.