Director Market Risk Stress Testing

Madison-Davis, LLC; United States; On-site; USD 150,000 - 210,000; Full time

Job summary

A leading finance recruiting firm is seeking a Director for their Stress Testing & Capital Analytics group. The successful candidate will oversee the development of a firmwide stress testing program and ensure integration with regulatory standards while producing actionable results for senior stakeholders. This full-time position offers a competitive salary range and involves significant influence across trading and risk teams. Ideal candidates will have strong experience in financial risk management and analytics.

Qualifications

• Experience in financial stress testing and capital analytics.
• Strong understanding of regulatory requirements in risk management.

Responsibilities

• Lead the development of a firmwide stress testing program.
• Design and calibrate stress scenarios across multiple asset classes.
• Produce and communicate stress test results to senior stakeholders.

Job description

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This range is provided by Madison-Davis, LLC. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base Pay Range

$150,000.00/yr - $210,000.00/yr

Base Salary: $170,000 – $225,000 + discretionary bonus

Overview

Our client is expanding their Stress Testing & Capital Analytics group and seeking a Director to drive the development and execution of a firmwide stress testing program. This position combines deep technical responsibility with enterprise-level influence, working across trading, risk, and model governance teams to ensure the firm’s stress testing and capital planning processes are robust, integrated, and aligned with regulatory expectations.

Key Responsibilities

• Lead the development and execution of a comprehensive, firmwide stress testing program, ensuring alignment with regulatory requirements, internal risk appetite, and emerging market trends.
• Design, calibrate, and enhance enterprise stress scenarios across multiple asset classes; integrate these into both regulatory and internal stress frameworks.
• Expand scenario methodologies and ensure accuracy and consistency of capital‑impact outputs across all business units and risk types.
• Oversee implementation, validation, and integration of stress tests within internal platforms; collaborate with risk managers, technology teams, and model owners for seamless execution.
• Produce clear, actionable stress test results and documentation, communicating key risk drivers, portfolio sensitivities, and capital impacts to senior stakeholders.
• Support annual capital planning and risk appetite processes through stress loss estimation, RWA forecasting, and preparation of regulatory submissions.
• Develop analytical tools and lead technology initiatives aimed at improving the transparency, scalability, and efficiency of the stress testing program.
• Maintain and enhance policies, standards, and documentation governing stress testing, preparing materials for working groups, governance committees, and regulatory reviews.
• Serve as model owner for designated stress testing models, ensuring compliance with independent model risk, validation requirements, and firmwide governance standards.

Seniority Level

Director

Employment Type

Full-time

Job Function

Finance

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