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Counterparty Credit Risk (CCR) Risk Specialist

New York, NY

NTT DATA is a team of more than 190,000 diverse professionals, operating in more than 50 countries throughout the world. The sectors where we have activities include: telecommunications, finance, industry, utilities, energy, public administration and health.

Our mission? Offer technological solutions, business, strategy, development and maintenance of applications, while being a benchmark in consulting. All thanks to the collaboration between teams, the human quality of our people and the fact that we do not conform to what is established, we always seek innovation that brings us closer to the future.

Our essence has led us to the forefront of technology, breaking paradigms and providing solutions that truly respond to the needs of each client. Our talent has led us to be one of the top 6 technology companies in the world.

Because #Greattech, needs #GreatPeople, like you

NTT DATA is looking for high-achieving team players that are quickly adaptable to new challenges and entrepreneurial ventures. We are looking for a Counterparty Credit Risk (CCR) Risk Specialist to work onsite in New York City with our global client. 


Responsibilities:

  • Implement and enhance models for exposure measurement, including netting, collateral modeling, margining, and credit risk mitigation (e.g., CDS hedging).
  • Support the development and validation of simulation models used for CCR measurement (Monte Carlo, scenario analysis, etc.).
  • Ensure CCR calculations and processes adhere to regulatory standards.
  • Work with required data inputs such as netting sets, CSA terms, collateral positions, ratings, correlations, and market data.
  • Use enterprise risk systems (e.g., Moody’s, Murex) and internal quant libraries for exposure calculations.
  • Develop or refine analytical tools and simulations using programming languages such as Python, C++, R, or MATLAB.
  • Partner with front office, credit officers, model validation, and regulatory teams to explain exposure drivers and risk results.

Requirements:

  • Strong understanding of derivatives (IRS, FX, equity, credit, commodities) and SFTs.
  • Solid knowledge of CCR concepts and exposure metrics (EE/EPE/ENE, PFE, EAD/RCM).
  • Familiarity with key regulations: SA-CCR, IMM, EMIR, Dodd-Frank.
  • Experience working with risk systems (Moody’s, Murex) or similar platforms.
  • Proficiency in programming languages used for risk modelling (Python required; C++, R, or MATLAB a plus).
  • Strong analytical, quantitative, and problem-solving skills.
  • Ability to interpret complex risk results and communicate them clearly to non-technical stakeholders.

Why NTT DATA?   

Empowerment and rewards are the cornerstone of our career development model. We are a young, fast-growing company, with a highly innovative and entrepreneurial spirit, because of this professional experience and growth will be unmatched. Our talent and positive attitude allows us to transform our goals into achievements, and projects into realities.

NTT DATA is committed to hiring and retaining a diverse workforce. We are proud to be an Equal Opportunity/Affirmative Action-Employer, making decisions without regard to race, color, religion, creed, sex, sexual orientation, gender identity, marital status, national origin, age, veteran status, disability, or any other protected class. NTT DATA is an Equal Opportunity Employer Male/Female/Disabled/Veteran and a VEVRAA Federal Contractor.

 

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