Portfolio Risk VP - Strategy, Stress Testing & Governance

Selby Jennings; New York (NY); On-site; USD 180,000 - 320,000; Full time

Job summary

Selby Jennings is seeking a VP-level risk professional to lead portfolio risk analysis and governance. You will evaluate risk across the firm's loan and derivative exposures, and drive stress testing and scenario analysis to shape risk-reducing strategies.

You will present results to senior management and influence business decisions. The role requires deep expertise in portfolio risk, governance, and documentation, with exposure to senior stakeholders and a lean team structure in a dynamic

Qualifications

• 5+ years of experience in Portfolio Risk Management or Credit Portfolio Management.
• Strong knowledge and understanding of mortgage/securitized products.
• Knowledge of various market and credit risk metrics such as stress testing and economic loss models: PFE, CVA, RWA.

Responsibilities

• Analyze the firm's overall portfolio risk using various risk metrics and stress tests and other risk frameworks
• Monitor portfolio and ensure the company is not over-exposed in any specific area
• Communicate risk report findings to senior leadership
• Oversee governance for team processes and frameworks

Skills

Portfolio risk management

Risk metrics knowledge

Communication to senior management

Tools

PFE

CVA

RWA

Job description

Selby Jennings is seeking a VP-level risk professional to lead portfolio risk analysis and governance. You will evaluate risk across the firm's loan and derivative exposures, and drive stress testing and scenario analysis to shape risk-reducing strategies.

You will present results to senior management and influence business decisions. The role requires deep expertise in portfolio risk, governance, and documentation, with exposure to senior stakeholders and a lean team structure in a dynamic