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Recently postedFull timeFinance

Credit Review Analyst

ExperisNew York, New York🇺🇸United States

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationNew York, New York, United States
Microsoft ExcelDerivatives

Job description

Join the Portfolio Analysis function supporting counterparty credit risk review activities. You will analyze stress-test exposures across derivatives and securities financing transactions, contribute to CCAR reporting and documentation, monitor risk indicators, and partner with teams across risk, finance, and quantitative analysis.

Responsibilities

  • Support stress testing and CCAR analysis for counterparty credit risk exposures across derivatives and SFT portfolios.
  • Interpret PFE, EPE, EAD, and stressed exposure model outputs, identifying movements, concentrations, and risk drivers.
  • Support exposure projections, documentation, and narrative reporting for senior management and risk committees.
  • Monitor risk appetite metrics, early-warning indicators, threshold breaches, and emerging counterparty risks.
  • Coordinate with Enterprise Stress Testing, Finance, Market Risk, Quant/Model Development, and front office stakeholders.

Required Skills

  • Counterparty credit risk analysis
  • CCAR stress testing
  • Stress scenario design
  • Exposure projection
  • PFE, EPE, and EAD analysis
  • Derivatives exposure analytics
  • Securities financing transaction exposure analytics
  • Collateral and netting structures
  • Microsoft Excel
  • Python

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