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Counterparty Credit Risk Jobs (NOW HIRING)

RWE

Credit Risk Associate

Chicago, IL · On-site

$73K - $100K/yr

Assess and monitor counterparty credit exposures, including payment, performance, and supplier ... Support credit risk initiatives and internal reporting through accurate data collection and ...

RWE

Credit Risk Associate

Chicago, IL · On-site

$73K - $100K/yr

Assess and monitor counterparty credit exposures, including payment, performance, and supplier ... Support credit risk initiatives and internal reporting through accurate data collection and ...

BNY

Specialist, Credit Services II

Pittsburgh, PA · On-site

Counterparty & Market Credit Risk: Assist with counterparty credit risk assessments, including borrower re-ratings, transaction reviews, and support for Market Risk and Intraday Credit Risk ...

BNY

Specialist, Credit Services II

Manhattan, NY · On-site

Counterparty & Market Credit Risk: Assist with counterparty credit risk assessments, including borrower re-ratings, transaction reviews, and support for Market Risk and Intraday Credit Risk ...

ACT Group

Sr. Credit Risk Analyst

New York, NY

$100K - $150K/yr

Assess and manage counterparty credit risk across existing and prospective clients. * Partner with traders to evaluate new opportunities, emerging markets, and trading strategies. * Develop and ...

ACT Group

Sr. Credit Risk Analyst

New York, NY · On-site

$100K - $150K/yr

Assess and manage counterparty credit risk across existing and prospective clients. * Partner with traders to evaluate new opportunities, emerging markets, and trading strategies. * Develop and ...

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Counterparty Credit Risk information

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$50K

$109.3K

$183K

How much do counterparty credit risk jobs pay per year?

As of Jul 3, 2026, the average yearly pay for counterparty credit risk in the United States is $109,314.00, according to ZipRecruiter salary data. Most workers in this role earn between $75,000.00 and $142,000.00 per year, depending on experience, location, and employer.

What are the typical daily responsibilities of someone working in Counterparty Credit Risk?

Professionals in Counterparty Credit Risk spend their days analyzing the creditworthiness of clients, assessing exposures, and monitoring limits to minimize potential losses. They frequently review financial statements, assign credit ratings, and collaborate with front office, legal, and operations teams to structure deals and set terms. Ongoing responsibilities may also include preparing risk reports, presenting findings to risk committees, and staying informed about market events that could impact counterparties. This role combines independent analysis with close teamwork and cross-departmental communication, making it dynamic and integral to risk management in financial institutions.

What are the key skills and qualifications needed to thrive in the Counterparty Credit Risk position, and why are they important?

To thrive in Counterparty Credit Risk, you need a strong background in financial analysis, quantitative modeling, and risk assessment, typically supported by a degree in finance, mathematics, or a related field. Familiarity with credit risk modeling tools such as Moody’s RiskCalc, SAS, and advanced proficiency in Excel and SQL is highly valued, alongside relevant certifications like FRM or CFA. Strong analytical thinking, attention to detail, and clear communication skills set top professionals apart. These abilities are crucial for accurately assessing counterparties’ creditworthiness, mitigating financial risks, and supporting sound decision-making in fast-paced financial markets.

What is a Counterparty Credit Risk job?

A Counterparty Credit Risk job involves assessing and managing the credit exposure a financial institution faces from its counterparties, such as banks, hedge funds, and corporations. Professionals in this role analyze the creditworthiness of counterparties, set risk limits, and monitor exposures to mitigate potential losses. They use quantitative models and market data to assess risks in trading, lending, and derivative transactions. The role requires strong analytical skills, knowledge of financial markets, and an understanding of regulatory requirements.

More about Counterparty Credit Risk jobs
What cities are hiring for Counterparty Credit Risk jobs? Cities with the most Counterparty Credit Risk job openings:
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Counterparty Credit Risk jobs near you
Infographic showing various Counterparty Credit Risk job openings in the United States as of June 2026, with employment types broken down into 75% Full Time, and 25% Contract. Highlights an 100% In-person job distribution, with an average salary of $109,314 per year, or $52.6 per hour.

Vice President, Counterparty Credit Risk Analytics

Sumitomo Mitsui Financial Group, Inc.

Manhattan, NY • Hybrid

$138K - $185K/yr

Other

Posted 19 days ago

Job description

 SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.

In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.

The anticipated salary range for this role is between $138,000.00 and $185,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.

Role Description

We are seeking a highly motivated and detail-oriented Vice President to join the Counterparty Credit Risk (CCR) Analytics team. This role will lead the development, enhancement and maintenance of CCR models. This position will also be responsible for driving improvements in data quality controls, model performance monitoring and model calibration. In addition, this role will lead discussions on CCR modelling for new products and collaborate with Risk IT team to implement model changes. This role offers significant exposure to the CCR analytics framework, derivatives and SFT valuation methodologies, and broader enterprise risk management practices. This VP role requires a strong quantitative and analytical background, with the ability to translate complex risk analytics requirements into clearly defined mathematical problems and to identify optimal modeling choices among multiple approaches.

Key Responsibilities
  • Lead efforts to define and enhance PFE methodologies for both existing and new products.
  • Drive CCR modeling requirements and partner with Risk IT team for implementation.
  • Identify model weakness and limitations and develop remediation actions and compensating controls.
  • Perform root-cause analysis to identify MTM and PFE differences across different valuation methodologies.
  • Work closely with validation group for model changes and address model validation findings.
  • Perform model calibration and ongoing monitoring activities, including root-cause analysis of breaches and development of remediation actions.
  • Communicate complex modeling concepts and results to a diverse range of stakeholders.
Qualifications and Skills
  • PhD or Master's degree in Financial Engineering, Mathematics, Computer Science, Statistics, or a related quantitative field. Professional certifications (e.g. CFA, FRM) are a plus.
  • Minimum 7+ years of experience in counterparty credit risk or market risk modeling.
  • Proven model development experience with CCR, XVA, VaR or stress testing, and familiarity with advanced CCR modeling techniques.
  • Strong knowledge of capital markets, derivatives products, SFT products, and related valuation methodologies.
  • Solid understanding of CCR concepts (PFE, EPE, collateral, netting) and regulatory requirements.
  • Excellent analytical, problem-solving and communication skills.
  • Proficiency in statistical programming languages (e.g. Python, SQL), and data visualization tools (e.g. Power BI) etc.
  • Strong project management skills and ability to manage multiple priorities and work effectively in a fast-paced and collaborative environment.

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.

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