Credit Risk Lead
New York, New York, United States
Counterpart Credit Quantitative Analyst
Our treasury team helps manage Two Sigma’s multi-faceted relationships with our global counterparts. The current team consists of 16 members across Broker Management, Financing, and Liquidity & Cash management. Performing in depth credit reviews and analysis of the entities with whom TS interacts is a critical component – hence this newly created growth opportunity. The objectives of the role are twofold;
- Measure and calibrate the risks assumed by TS through these interactions
- Analyze the risk profile of the entities that TS is working with
- Managing and analyzing credit related data, implementing counterparty credit models/strategies and maintaining libraries.
- Developing clear and concise counterparty risk reporting for presentation and review with senior management - applicants should have demonstrated experience presenting and influencing leadership decisions.
- Utilize existing and new data sources to architect and build a robust centralized credit risk platform. (Whilst not an Engineering role, the candidate is required to operate independently coding and building models in Python/C++ Or Java.
- Gather necessary data and Interact with counterparts on a daily basis. Some travel maybe required.
- Partner closely with stock loan and margin teams to ensure a holistic risk management approach
- Design and implement appropriate policy framework, and automated monitoring processes
Skills Required (essential)
- Bachelors or Master’s degree in Science in Physics, Mathematics, Engineering or quantitative field
- 5-7 years of relevant Quantitative counterparty credit modeling experience coming from either asset management or investment banking
- Proven ability to work independently and drive complex, cross-functional projects
- Superior written and verbal communication skills
- Programming experience in C/C++ Python or Java