Manager - Counterparty Credit Risk - Governance & Strategy

A banking services company in New York City is currently seeking an experienced professional to join their staff as their new Manager - Counterparty Credit Risk. ?????Responsibilities: The Manager - Counterparty Credit Risk will: Perform and maintain gap analysis of firm's counterparty credit risk framework against SR 11-10 Review New Product Committee memos and provide counterparty credit risk comments Review and monitor risk appetite statement and key risk indicators Drive discussions on any enhancements to risk appetite statement, key risk indicators and formalize approvals Drive discussions to track/prioritize/resolve CCR issues (with analytics team, model validation, IT/systems, and other stake holders) to enhance CCR Framework Facilitate discussions with stakeholders for enhancing and finalizing stress testing scenarios Lead projects and strategic initiatives to continuously enhance CCR Framework to implement Target Operating Model Represent CCR team in any firmwide initiatives, participate in UAT and perform any impact analysis; facilitate CCR management approvals Facilitate discussion among various stakeholders (Risk Analytics, CCR Analytics, Model validation, Internal Audit, Credit Review and FO stakeholders) for any CCR related items Lead discussions and facilitate material for internal (internal audit or credit risk review) or external (Regulatory) exams Liaise with various groups within Capital Markets for the quick resolution of credit exposure-related issues Perform other duties, as needed Qualifications: 5 years of experience in Counterparty Credit Risk, Market Risk, and/or other Risk-related functions Bachelor's and/or Master's Degree in Computer Science, Engineering, Finance, Mathematics, Physics, and/or Statistics Good knowledge and understanding of Capital Markets, derivatives products, and derivatives valuation/PFE calculation Solid understanding of xVA calculations such as CVA, DVA, FVA, KVA, MVA, etc. Strong IT skills required - Power BI, Excel, Python etc. Solid analytical, mathematical, and research skills Great interpersonal skills Excellent communication skills (written and verbal) Strong attention to detail Highly organized Desired Skills: Progress towards CFA and/or FRM certification