Must also have experience in the following: 3 years of professional experience designing, developing, or validating quantitative risk models for counterparty credit risk or market risk; 3 years of professional experience conducting risk analysis and valuation of derivative products, including exotic and structured derivatives, across multiple asset classes (including Interest Rate, Credit, FX, Equity, and Commodity); 3 years of professional experience developing and enhancing pricing tools or methodologies for risk modeling and derivative valuation; 3 years of professional experience utilizing programming languages including Python, C++, or R for quantitative modeling or risk analysis; 3 years of professional experience performing exposure monitoring and reporting for derivative transactions or structured products; 3 years of professional experience interpreting and applying regulatory requirements related to counterparty credit risk (including Basel III and SA-CCR); 3 years of professional experience collaborating with front office, technology, and risk management teams to develop or implement risk methodologies and reporting frameworks; 3 years of professional experience communicating complex quantitative findings and analytical results to both technical and non-technical stakeholders; and 3 years of professional experience ensuring accuracy, attention to detail, and quality control in quantitative risk modeling or data analysis. MINIMUM REQUIREMENTS: Masterās degree or U.S. equivalent in Finance, Economics, Enterprise Risk Management, Statistics, Financial Engineering, or a related field, plus 3 years of professional experience as a Credit Risk Analyst, Market Risk Analyst, or any occupation, job title, or position performing quantitative risk analysis or model development for financial products.