Pre-Trade Derivative Risk Analyst (Counterparty)

U.S. Bank; New York (NY); Presencial; USD 118.000 - 139.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Healthcare

Life insurance

Disability

Parental leave

401(k)

Paid vacation

Holidays

Adoption assistance

Sick leave

Descripción de la vacante

U.S. Bank is seeking an experienced Counterparty Risk Analyst to conduct pre-trade credit risk analysis across a broad range of derivative products. You will quantify exposures, review transactions against limits, and work closely with trading and risk teams to ensure disciplined risk-taking.

The role requires strong quantitative skills, familiarity with EE, PFE, and CVA concepts, and the ability to communicate risk insights to stakeholders in a fast-paced trading environment.

Formación

• Bachelor’s degree or equivalent work experience
• Typically more than six years of applicable experience

Responsabilidades

• Perform pre-trade counterparty credit risk analysis for products including interest rate, FX, commodity, and credit derivatives, and repos.
• Quantify counterparty risk exposure using EE, PFE, and stressed exposure metrics to assess potential market movements and default risk.
• Evaluate proposed transactions against credit limits, risk appetite, collateral, and regulatory requirements before trade execution.
• Collaborate with trading, credit, and risk management teams to identify material risk concentrations and advise on mitigants.

Conocimientos

Analytical skills

Quantitative skills

Communication skills

Risk management understanding

Ability to work in fast-paced env.

Educación

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

Herramientas

Python

SQL

VBA

Descripción del empleo

U.S. Bank is seeking an experienced Counterparty Risk Analyst to conduct pre-trade credit risk analysis across a broad range of derivative products. You will quantify exposures, review transactions against limits, and work closely with trading and risk teams to ensure disciplined risk-taking.

The role requires strong quantitative skills, familiarity with EE, PFE, and CVA concepts, and the ability to communicate risk insights to stakeholders in a fast-paced trading environment.