Vice President, Counterparty Credit Risk
New York City, New York, United States of America
Full Time
2 hours ago
$135,000 - $185,000 USD
No H1B
Key skills
PythonCommunication
About this role
Role Overview
- Drive the team’s Stress Testing and CCAR workstreams
- Lead CCR stress‑testing activities across Derivatives and SFT portfolios
- Support CCR-related CCAR deliverables
- Analyze and interpret PFE/EPE/EAD
- Prepare high‑quality stress‑testing and CCAR reports
- Partner with Quant/Model Development to review exposure model behavior
- Evaluate stressed wrong‑way risk indicators
- Improve data accuracy, reporting automation, and overall workflow efficiency
- Collaborate with cross-functional teams
Requirements
- Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field
- 7–10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing
- Direct experience executing stress‑testing frameworks (e.g., CCAR)
- Strong understanding of PFE, EPE, EAD, collateral, and netting structures
- Proficiency with Excel, Python, and analytical tools
- Ability to synthesize large datasets and provide effective risk challenge
- Strong written and verbal communication skills
- Proven success working cross‑functionally
Tech Stack
- Python
Benefits
- Competitive portfolio of benefits
- Health insurance
- Retirement plans
- Paid time off
- Flexible work arrangements
- Professional development
- Annual discretionary incentive award