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AI Counterparty Credit Exposure Analyst

Dominic Johansson

Full-time · Job · New_York

About the role

Our clients include institutional trading desks where reliability and auditability of every risk figure are non-negotiable. Our portfolio and credit scoring models already assess risk within a single position well, but counterparty exposure, how much risk a client is actually carrying across every trading relationship combined, requires aggregating data most desks still track in separate spreadsheets per counterparty. This role builds the modeling layer that consolidates and scores exposure across a client's full counterparty network.

Responsibilities

  • Build models aggregating counterparty exposure across trading relationships
  • Design exposure scoring aligned with existing risk reporting frameworks
  • Work with risk teams to validate exposure figures against known cases
  • Maintain model accuracy as counterparty relationships and terms change

Requirements

  • Strong background in credit or counterparty risk modeling
  • Experience with scikit-learn and large-scale financial datasets
  • Understanding of institutional trading and risk reporting practices
  • Ability to document model logic for audit and regulatory review

Benefits

  • Fully remote position
  • Competitive salary well above market median
  • Health and dental insurance
  • Annual risk management conference budget

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Job Type

Full-time

Level

Senior

Language

English

Salary Range

$160k – $200k / year

AI Expertise

data science & analytics AI & Machine Learning Engineers

Skills

python sql statistics scikit-learn

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