**Counterparty Credit Risk Analyst in Buenos Aires**
Design and enhance stress testing frameworks, build analytics, automate risk processes to strengthen transparency and decision-making. Duties include scenario development, sensitivity analysis, and collaboration with cross-functional teams. Requires BS/MS in quantitative discipline, 3+ years in risk management, Python proficiency, stress testing experience, and strong analytical skills. Join our dynamic team to shape risk measurement and management in dynamic financial markets.
Full Job Description
Location: Buenos Aires, Argentina
Join our Counterparty Credit Risk team and help shape how we measure and manage risk across dynamic financial markets. You will enhance stress testing and scenario methodologies, develop analytical tools, and deliver insights that support strong risk decisions. This role combines quantitative problem-solving, data engineering, and close partnership with stakeholders across risk, technology, and the business. If you are curious, hands-on, and motivated by complex challenges, we would like to hear from you.
Job Summary
As a Counterparty Credit Risk Analyst in Counterparty Credit Risk Methodology and Stress Testing, you will design and enhance stress testing frameworks, build quantitative analytics, and automate risk processes to strengthen transparency, controls, and decision-making.
Job responsibilities
Design, enhance, and maintain counterparty credit risk stress testing methodologies, scenario frameworks, and supporting documentationPerform sensitivity analysis, backtesting, and scenario reviews to assess portfolio vulnerabilities and validate methodology performanceAnalyze counterparty exposures and concentration drivers using quantitative models, risk management frameworks, and relevant risk metricsDevelop Python-based analytics and automation solutions that improve efficiency, control, and data quality across stress testing and monitoring workflowsImprove risk monitoring transparency through explainable metrics, governance-ready reporting, and well-controlled processesPartner with stakeholders across Risk, Quantitative Research, Technology, Credit, and the business to deliver analytical insights and process enhancementsSupport delivery of practical artificial intelligence and large language model applications for risk monitoring, workflow automation, and management reportingPrepare regulator- and audit-ready materials, including methodology papers, testing evidence, and governance artifactsRequired qualifications, capabilities, and skills
Bachelors or Masters degree in Mathematics, Statistics, Financial Engineering, Physics, Engineering, Finance, Economics, or a related quantitative discipline3 years of experience in risk management, quantitative analytics, stress testing, or a related area within financial servicesProficiency in Python and experience building analytics, automation, and data-driven solutionsUnderstanding of financial markets and core risk management conceptsExperience with stress testing, scenario analysis, quantitative risk methodologies, or model validation practicesExperience creating clear, effective visualizations using tools such as Tableau or Power BIKnowledge of artificial intelligence and large language model concepts and practical applications in analytics or risk managementStrong analytical and problem-solving skills with attention to detail and a control-minded approachStrong written and verbal communication skills, including the ability to explain complex topics to technical and non-technical audiencesAbility to manage multiple priorities and deliver high-quality outputs in a fast-paced environmentPreferred qualifications, capabilities, and skills
Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), or equivalent professional certificationExperience in counterparty credit risk, including derivatives, futures and options, or securities financing transactionsExperience working with large datasets and modern data platformsExperience with cloud platforms and scalable analytics toolingExperience writing methodology documentation and supporting audit, regulatory, or governance reviewsExperience improving end-to-end processes through controls design and automationAdvanced proficiency in Tableau or Power BI, including dashboard design and governance considerations
Build quantitative stress testing and analytics to strengthen counterparty credit risk monitoring, automation, and governance.
