Risk Analytics Quant: Counterparty Credit Risk Modeling

Yablon & Associates LLC; New York (NY); Hybrid; USD 161,000 - 210,000; Full time

Job summary

Yablon & Associates LLC is seeking a quantitative specialist to develop and manage analytics for counterparty credit risk models in a hybrid Midtown NYC setting. You will contribute across the full model life-cycle, from methodology to validation and implementation, and provide feedback on model changes.

The role requires 3–5 years of relevant experience, strong programming in Python and SQL, and a solid understanding of risk calculations for derivatives.

Qualifications

• Master's Degree in a quantitative field; PhD a plus.
• Deep understanding of pricing and risk calculations for derivatives.
• Strong analytical skills to translate quantitative models into library design and code.

Responsibilities

• Develop and implement analytics for counterparty credit risk management.
• Build infrastructure to consolidate risk models across systems.
• Create strategies to minimize risk-based capital requirements.
• Perform quantitative research to implement model changes and remediations.
• Collaborate with stakeholders during model development.
• Create tools and dashboards to enhance risk analysis.
• Back-test and maintain risk models; assess methodologies for weaknesses.

Skills

Python

SQL

Quantitative modeling

Counterparty risk

Risk analytics

Education

Master's Degree in quantitative field

PhD preferred

Tools

Numerix

Bloomberg

Job description

Yablon & Associates LLC is seeking a quantitative specialist to develop and manage analytics for counterparty credit risk models in a hybrid Midtown NYC setting. You will contribute across the full model life-cycle, from methodology to validation and implementation, and provide feedback on model changes.

The role requires 3–5 years of relevant experience, strong programming in Python and SQL, and a solid understanding of risk calculations for derivatives.