Director Counterparty Credit Risk Stress Testing & CCAR Reporting

Madison-Davis; New York (NY); Hybrid; USD 178,000 - 231,000; Full time

Job summary

Madison-Davis, LLC seeks a Director-level professional to own CCR stress testing product management and CCAR reporting within the Counterparty Credit Risk function in New York. The role blends strategic road-mapping with hands-on delivery and regulatory accountability.

The ideal candidate has 10+ years of CCR and stress testing experience, deep knowledge of derivatives and Securities Financing Transactions, and the ability to translate complex risk analytics into clear guidance for senior

Qualifications

• 10+ years of CCR and stress testing experience.
• Deep knowledge of derivatives and Securities Financing Transactions.
• Ability to translate complex risk analytics into actionable insights for senior management and regulators.

Responsibilities

• Own CCR Stress Testing product strategy, roadmap, and delivery for BAU and CCAR.
• Lead CCAR FR Y-14 Counterparty Schedule reporting; ensure accuracy, timeliness, and governance.
• Coordinate with Risk, Finance, and Technology to implement reporting controls and remediation.

Job description

Title: Director Counterparty Credit Risk Stress Testing & CCAR Reporting Office Status: Hybrid New York, NY Base Salary: $178k $231k + Discretionary Bonus

ABOUT THE ROLE

This Director-level opportunity sits within the Counterparty Credit Risk function of a well-established global financial institution, offering dual ownership of CCR stress testing product management and the end-to-end CCAR FR Y-14 Counterparty Schedule reporting framework. The role combines strategic product ownership driving the roadmap, requirements, and delivery of the CCR stress testing application supporting CCAR and BAU stress testing with rigorous regulatory reporting accountability including implementation, controls, reconciliations, and timely submission of FR Y-14 Counterparty Schedule reports. Working closely with CCR, Enterprise Stress Testing, Finance, Market Risk, Model Development, and Front Office stakeholders, this is the right seat for a seasoned CCR and stress testing professional with 10+ years of experience who combines deep knowledge of derivatives and SFT exposure metrics with proven product ownership capabilities and the quantitative fluency to translate complex risk analytics into clear, actionable insights for senior management and regulators.

RESPONSIBILITIES

• CCR Stress Testing Product Management: Own the product strategy, roadmap, and prioritization for the CCR stress testing application supporting BAU stress testing and CCAR;apply strong knowledge of CCR products including Securities Financing Transactions and derivatives and key exposure metrics including PFE and Stressed ExposurePartner with CCR stakeholders, Model Development, and Technology to define business requirements, oversee solution design, and drive delivery of a scalable stress testing applicationOwn the continuous improvement agenda for stress testing processes, data quality, and application capabilities;ensure application enhancements align with CCR business needs, regulatory expectations, and the broader technology strategyOversee delivery progress;manage dependencies and risks;ensure solutions meet agreed requirements and timelines
• CCAR Reporting: Own the end-to-end CCAR FR Y-14 Counterparty Schedule reporting process;ensure accurate, complete, and timely submissions;review and attest to the accuracy and completeness of all measures and exposures included in the scheduleLead the implementation and integration of FR Y-14 Counterparty Schedule requirements;coordinate with Risk, Finance, and Technology teams to deliver reporting capabilitiesOwn the reporting framework including data reconciliations, validation controls, governance, and stakeholder attestations;manage reporting issues and exceptions;drive root-cause analysis and coordinate remediation with relevant stakeholdersMaintain reporting documentation and support regulatory inquiries, internal reviews, and audits related to the FR Y-14 Counterparty Schedule