Vice President, Counterparty Credit Risk, Stress Testing & CCAR

Key Responsibilities: Lead counterparty credit risk stress-testing analysis, including scenario design, exposure projections and interpretation of key risk drivers. Support CCR-related CCAR deliverables, including analysis, documentation and management narratives. Analyze PFE, EPE and EAD movements across derivatives and securities financing transactions. Assess wrong-way risk, portfolio concentrations and vulnerabilities under stressed conditions. Monitor risk appetite metrics, early-warning indicators and threshold breaches. Partner with quantitative teams to challenge exposure model behavior and methodology changes. Prepare reporting for senior management and risk committees while improving data quality, controls and reporting efficiency. Qualifications7–10+ years of relevant counterparty credit risk or stress-testing experience, with strong knowledge of derivatives and securities financing exposure analytics. Direct experience with CCAR or comparable stress-testing frameworks. Strong understanding of PFE, EPE, EAD, collateral, and netting structures. Ability to interpret model-driven exposure outputs and clearly communicate findings to senior stakeholders. Strong Excel skills and comfort with Python or data visualization tools. Bachelor’s degree in a relevant quantitative discipline; a master’s degree, CFA, or FRM is a plus