Business & FinanceOn site
Senior Quantitative Model Analyst - Counterparty Credit Risk Modeling
U.S. BankCharlotte, NC
$126,820–149,200/yr
Posted Oct 15, 2026
What you’d do
Develops and maintains counterparty exposure models using Monte Carlo simulation and derivative valuation to measure PFE and EE for trading, prime brokerage, and securities financing. Collaborates with trading desks, risk, technology, model validation, audit, and regulators. Full time. Found on the employer's careers page on Oct 17, 2026. Apply through the link.
You’ll need
- Bachelor's in a quantitative field
- 10+ years of relevant experience
- Derivative pricing and stochastic simulation expertise
- Monte Carlo simulation and counterparty exposure modeling
- Master's or PhD in quantitative field preferred
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