Senior Manager, Counterparty Credit Risk Analytics

Role (Title): Senior Manager, Counterparty Credit Risk Analytics

Group/LOB: Market Risk

Location (City): 250 Yonge Street, Toronto

Start Date: ASAP

Mode: Hybrid

Role Summary

The Senior Manager, CCR Analytics leads the design, implementation, and oversight of counterparty credit risk measurement and analytics. The role focuses on delivering robust exposure methodologies (PFE, Settlement, stress), ensuring model usage integrity, and providing actionable insights to trading desks, risk oversight, and senior management.

This role combines advanced quantitative expertise with leadership responsibilities, ensuring that CCR analytics frameworks are accurate, scalable, and aligned with regulatory expectations.

Key Responsibilities

• CCR Analytics & Exposure Measurement
• Lead the calculation, validation, and analysis of CCR metrics including:
  • Potential Future Exposure (PFE)
  • Settlem...