Role details

Manager, Counterparty Credit Risk Capital Models

Toronto   •  Permanent

Bullet points

  • Capital Markets
  • Toronto

About Our Client

Leading Financial Institution.

Job Description

  • Manage implementation of methodologic refinements as required to ensure the counterparty credit risk methodologies support Oversight activities and appropriate management of risks.
  • Lead the analysis of regulatory capital data for derivative counterparty risk
  • Identify opportunities for, and lead the enhancement for capital methodologies for quantifying counterparty credit risk capital across all trading products so that the accuracy and reliability of capital and consequent business decisions reliant upon these data are enhanced.
  • Consult with Market Risk Oversight to understand business objectives, translate business requirements into development tasks and ensure alignment of priorities between Counterparty Credit Risk Models and Risk Oversight so that overall Bank objectives and priorities are realized.

The Successful Applicant


  • Financial markets and products;
  • Database queries, Computer programming, i.e., SQL, VBA, C++, Matlab;
  • Quantitative (mathematical and/or statistical);
  • Finance;
  • Economics;
  • Understanding and experience with risk management methodologies and measurements systems;
  • Regulatory capital.


  • 2 to 4 years of related work experience, preferably in a financial institution;
  • Strong analytic and troubleshooting skills;
  • Strong oral and written communication skills;
  • Ability to meet deadlines and manage priorities;
  • Ability to lead a team, coach, and develop subordinates;
  • Good relationship management skills.

What's on Offer

A Competitive Package.

Apply for this job

Click the Apply or LinkedIn button below or contact Iryna Korsunska quoting job reference 1209336
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