Financial Institution is looking to add a Risk Manager that will be responsible for providing subject-matter expertise, business analysis and support for existing systems and significant projects that Risk Management is undertaking to meet current risk and Basel needs. The position will work closely with Treasury and with the business to understand, define and develop approaches to meet regulatory requirements related to counterparty risk for trading products, economic capital, stress testing and to meet requirements of Dodd-Frank. This role will work closely with Credit Analytics, Credit Technology and Treasury groups on data sourcing and data mapping issues. Candidates should have at least 5+ years of experience in a capital markets environment with exposure to Credit Risk (PFE, EL Credit Capital) and/or Market Risk (Valuation, Monte Carlo, Greeks, VaR) methodologies and systems. Must have experience covering a variety of asset classes and types of trading products; solid understanding of economic and regulatory capital related counterparty risk exposures; familiarity with Basel proposals and requirements. Candidates should have a graduate degree in Mathematics, Computer Science, Finance, Statistics or Accounting but will consider BS with appropriate experience. CFA/PRM/FRM is a plus. Should be familiar with using various mathematical, statistical and risk packages ( Matlab, FinCAD, SAS KMV). Candidate must display excellent verbal and written communication skills.