VP Counterparty Risk/XVA Quant

Created at: November 13, 2025 00:30

Company: Selby Jennings

Location: New York, NY, 10001

Job Description:

A Global Investment Bank, who has recently been growing out their Credit and Market Risk Analytical teams over the last 2-3 years, is looking to hire a VP level Counterparty Risk/XVA Quant to their team to primarily focus on the enhancement of PFE modeling and analyzing various modeling approaches. This individual will lead discussions on modeling new products, driving implementation of new models while enhancing existing models. They will also perform ongoing counterparty surveillance, risk ex…


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