Senior Derivative Counterparty Risk Analyst

U.S. Bank; Charlotte (NC); Sur place; USD 118 000 - 139 000; Plein temps

Avantages offerts par ce poste

Healthcare

Life insurance

Disability

Parental leave

Retirement plan

Vacation

Holidays

Adoption assistance

Sick leave

Résumé du poste

U.S. Bank is seeking an experienced Counterparty Credit Risk Analyst to join the Counterparty Risk Group. You will conduct pre-trade credit risk analyses across interest rate, FX, commodity, credit derivatives, and repo products, quantifying EE, PFE, and stressed exposures.

You will review transactions against credit limits, risk appetite, collateral arrangements, and regulatory requirements, partnering with trading, credit, and risk teams to identify key risk drivers and mitigants.

Qualifications

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

Responsabilités

• Conduct pre-trade counterparty credit risk analysis for rates, FX, commodities, credit, and repo products.
• Quantify exposure using EE, PFE, and stressed exposure metrics.
• Review transactions against credit limits, risk appetite, collateral, and regulatory requirements.
• Collaborate with trading, credit, and risk teams to identify risk drivers and mitigants.

Connaissances

Python

SQL

VBA

Risk analytics

Formation

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

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

Outils

Risk management platforms

Description du poste

U.S. Bank is seeking an experienced Counterparty Credit Risk Analyst to join the Counterparty Risk Group. You will conduct pre-trade credit risk analyses across interest rate, FX, commodity, credit derivatives, and repo products, quantifying EE, PFE, and stressed exposures.

You will review transactions against credit limits, risk appetite, collateral arrangements, and regulatory requirements, partnering with trading, credit, and risk teams to identify key risk drivers and mitigants.