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Associate, Counterparty Credit Risk

Madison-Davis, LLC
New York, NY Full Time
POSTED ON 1/12/2025 CLOSED ON 2/16/2025

What are the responsibilities and job description for the Associate, Counterparty Credit Risk position at Madison-Davis, LLC?

Office Status: Hybrid

Salary: $80,000 to $135,000


Responsibilities:

  • Review top 20 counterparty exposures and collateral balances
  • Assist the front office sales and trading team on estimating counterparty credit exposures on new deal activity.
  • Monitor and review XVA limit framework and risk sensitivity profile.
  • Monitor CCR analytics for large DoD and MoM moves in PFE/EPE, Mark to Market, and Credit Exposure.
  • Participate in special projects focused on enhancing the Counterparty Credit Risk System (CRISTAL)
  • Performing UAT and regression testing on all Counterparty Credit Risk system enhancements.
  • Provide month-end commentary for large moves in top 20 exposures, for industry/country exposures, for product exposure analysis across IR, FX and Repo transactions.
  • Provide CCR slides for senior management discussion and committees (GRMC, RMC etc.)
  • Perform Wrong Way Risk analysis for counterparties and enhance existing WWR framework
  • Oversees production of daily counterparty credit exposure reports for accuracy and comprehensiveness.
  • Analyze interrelationships across risk sensitivities, market to market values, and Counterparty Credit Risk exposures.
  • Address data integrity problems that impact the accuracy of the risk analytics or Counterparty Credit Risk profile.

Salary : $80,000 - $135,000

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