Counterparty Risk Manager

UBS•New York, NY

3d•$155,000 - $190,000•Onsite

About The Position

You will play a key role in protecting the firm while supporting business growth by providing independent risk assessment, portfolio analysis, and strategic input on client transactions across a broad range of financing and derivatives activities. This is a client facing role in a highly dynamic environment. Working closely with Sales, Credit Risk, Quants, Legal, Operations and Technology teams, you will help drive the continued evolution of our risk management framework while delivering transparent and actionable risk insights to senior management.

Requirements

4-8 years of experience in Prime Brokerage Risk, Market Risk, Credit Risk, Trading, Structuring, XVA, Quantitative Risk, or a related front-office risk function.
Strong understanding of counterparty exposure measurement, collateral management, margining and risk mitigation techniques.
Knowledge of derivatives and financing products across one or more asset classes.
Experience analyzing portfolio-level risks and communicating findings effectively to business and risk stakeholders.
Familiarity with key risk measurement techniques including greeks, stress testing, scenario analysis, sensitivities and Value-at-Risk concepts.
Strong quantitative and analytical skills with the ability to synthesize complex information into clear risk recommendations.
Excellent communication and stakeholder management skills with the confidence to challenge and influence clients and senior business partners.
Degree in Mathematics, Engineering, Computer Science, Finance, or another quantitative discipline.

Nice To Haves

Direct experience in an equivalent business in a comparable role.
Programming experience in Python, SQL, R or other tools used for data analysis and automation.
Experience working in a global financial institution and partnering across multiple regions.
You’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

Responsibilities

Manage counterparty exposure across a portfolio of hedge funds and other institutional clients.
Assess and monitor client portfolios, identifying systemic and idiosyncratic risks and emerging vulnerabilities across market conditions.
Analyze and communicate key risk drivers, significant market events and portfolio developments to senior management and business stakeholders.
Partner with Sales and Trading teams to evaluate new transactions, client onboarding opportunities and business initiatives while ensuring risk vs reward is appropriate.
Review new client portfolios and financing requests, providing recommendations regarding risk appetite, limits, choice of margin methodology and collateral requirements.
Negotiate and review credit support documentation, margin agreements and risk-related legal terms alongside Legal and Credit Risk teams.
Contribute to the enhancement of margin methodologies, stress-testing frameworks and risk analytics across financing and derivatives businesses.
Collaborate with global risk teams to ensure consistency of risk management practices and support cross-regional business growth.
Drive process improvements and automation initiatives using quantitative tools and data analytics.