Associate Director - Counterparty Credit Risk

We are seeking a highly skilled and motivated Senior Consultant to join our Traded Risk practice, specializing in Counterparty Credit Risk (CCR). Understanding of CCR principles, regulatory frameworks, and practical experience in implementing solutions for financial institutions. This is a unique opportunity to not only lead client engagements but also to drive business growth and thought leadership within the firm. The role requires a strong background from a Big 4 or a comparable consulting firm..

• Lead and manage end-to-end consulting projects in counterparty credit risk, including analytics, testing & validation, and implementation of risk frameworks.
• Advise clients on complex regulatory challenges, particularly those related to the Fundamental Review of the SA-CCR, IMM and FRTB CVA.
• Conduct quantitative analysis, stress testing, and scenario analysis to assess and mitigate CCR exposure.
• Develop and implement solutions for XVAs (CVA, MVA, KVA) & CCR risk metrics ( PFE, EPE, EAD, sensitivities) to help clients price & risk manage their derivative portfolios effectively.
• Work with senior leadership to identify and pursue new business opportunities in the market risk and CCR space.
• Contribute to the development of proposals, presentations, and client pitches.
• Conduct market research to identify emerging trends, regulatory shifts, and client needs to inform our service offerings.
• Build and expand the firm's network within the financial services industry.
• Lead internal research initiatives on cutting-edge topics like the impact of FRTB on bank's trading desk and how to redesign their risk governance framework to comply with the regulation.
• Author white papers, articles, and blog posts to showcase our expertise and build the firm's brand.
• Mentor junior team members and contribute to the firm's knowledge base and training programs.
• Serve as a trusted advisor to senior-level clients, including C-suite executives and heads of risk and front office.
• Collaborate with internal teams, including quantitative analysts, technology experts, and project managers, to ensure successful project delivery.
• Navigate complex client relationships and manage expectations throughout the project lifecycle.

Skills :

Skills Required

ead, cva