Senior Counterparty Risk Quant Analyst

U.S. Bank is seeking a senior quantitative professional to develop, enhance, and maintain counterparty exposure models for derivatives, prime brokerage, and securities financing.

You will work with trading desks, risk managers, and technology partners to measure PFE, EE, and other CCR metrics using Monte Carlo simulations. The role requires deep expertise in derivative pricing, stochastic processes, and risk modeling, with strong Python/C++ programming skills and the ability to communicate