Credit & Counterparty Risk Associate: Quant & Analytics

World Bank Group; Washington; On-site; USD 140,000 - 190,000; Full time

Benefits offered by this job

Retirement plan

Medical insurance

Life insurance

Disability insurance

Parental leave

Job summary

World Bank Group, based in Washington, DC, seeks an Associate Risk Officer to monitor and analyze counterparty credit risk, including PFE/EE/EAD, ISDA/CSA, and Basel standards. You will enhance risk dashboards, evaluate new products, and provide senior management insights.

The role requires a Master’s in a quantitative field and 5+ years in derivatives risk, with strong programming and cross-functional collaboration skills.

Qualifications

• Master’s degree in a quantitative field.
• 5+ years in derivatives valuation or counterparty risk.
• Strong programming and data skills.

Responsibilities

• Monitor and analyze counterparty credit risk exposures.
• Assess PFE, EE, EAD; prepare risk signage and reports.
• Support Basel SA-CCR, CVA capital, leverage ratio reviews.
• Develop automated risk dashboards and tools.
• Evaluate new products and structured transactions for risk.
• Prepare briefings for senior management.

Skills

Derivatives exposure understanding

PFE/EE/EAD concepts

Python/ R/ SQL

Quantitative analytics

Communication skills

Cross-team collaboration

Education

Master's in Finance/ Economics/ Statistics/ Math

Tools

Murex

Numerix

Bloomberg

Job description

World Bank Group, based in Washington, DC, seeks an Associate Risk Officer to monitor and analyze counterparty credit risk, including PFE/EE/EAD, ISDA/CSA, and Basel standards. You will enhance risk dashboards, evaluate new products, and provide senior management insights.

The role requires a Master’s in a quantitative field and 5+ years in derivatives risk, with strong programming and cross-functional collaboration skills.