Hybrid VP – Stress Testing & CCAR Portfolio Analysis

CFA Institute; New York (NY); Hybrid; USD 135,000 - 185,000; Full time

Job summary

CFA Institute in New York seeks a Vice President for Portfolio Analysis specializing in Stress Testing and CCAR. The candidate will lead stress testing and risk analytics, prepare reports for management, and collaborate with cross-functional teams. This role demands 7-10 years of experience in Counterparty Credit Risk, strong analytical and communication skills, and a solid educational background in quantitative fields. The position offers a hybrid work model that includes both office and remote work options.

Qualifications

• 7-10+ years of relevant experience in Counterparty Credit Risk or Stress Testing.
• Direct experience executing stress-testing frameworks including scenario design.
• Ability to synthesize large datasets and assess vulnerabilities.

Responsibilities

• Lead CCR stress-testing activities across Derivatives and SFT portfolios.
• Prepare high-quality stress-testing and CCAR reports for senior management.
• Analyze and interpret PFE/EPE/EAD, explaining key exposure movements.

Skills

Quantitative acumen

Stress Testing expertise

Analytical capability

Communication skills

Collaboration

Education

Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field

Master's degree or professional certifications (e.g., CFA, FRM)

Tools

Excel

Python

Visualization platforms

Job description

CFA Institute in New York seeks a Vice President for Portfolio Analysis specializing in Stress Testing and CCAR. The candidate will lead stress testing and risk analytics, prepare reports for management, and collaborate with cross-functional teams. This role demands 7-10 years of experience in Counterparty Credit Risk, strong analytical and communication skills, and a solid educational background in quantitative fields. The position offers a hybrid work model that includes both office and remote work options.