A financial services institution in New York City is actively seeking an experienced professional to join its staff as its new Vice President, Portfolio Risk Management (CCR & CCAR). This hybrid role centers on exposure analysis, regulatory reporting, and collaboration with risk, finance, and quantitative partners.
About the Opportunity:
Schedule: Monday to Friday
Hours: Standard business
Setting: Hybrid (at least 2 days a week onsite)
Responsibilities:
Lead counterparty credit risk stress testing activities across derivatives and securities financing transaction portfolios
Support CCAR deliverables, including exposure projections, documentation, and reporting narratives
Analyze and interpret stressed exposure measures, including PFE, EPE, and and explain key drivers of change
Monitor risk appetite metrics, early-warning indicators, threshold breaches, and emerging counterparty risks
Prepare management reports and collaborate with cross-functional teams to strengthen methodologies, documentation, and workflow efficiency
Qualifications:
7 to 10+ years of relevant experience in counterparty credit risk or stress testing
Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field
Direct experience with stress testing frameworks such as CCAR, including scenario design, exposure projection, and result interpretation
Strong understanding of PFE, EPE, collateral and netting structures, and model-driven exposure outputs
Proficiency with Excel and analytical tools such as Python or visualization platforms
Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge
Strong written and verbal communication skills for presenting complex risk analytics to senior stakeholders
Demonstrated discipline in documentation, review controls, stress testing governance, and regulatory expectations
Proven success working cross-functionally with front office, risk, finance, quantitative, and technology teams
Desired Skills:
Master's Degree in a quantitative discipline
Professional certifications such as CFA or FRM
Experience with derivatives and securities financing transaction exposure analytics
Exposure to reporting automation, data visualization, or workflow improvement initiatives
Familiarity with regulatory filings related to CCAR, including Schedule L
