Senior Counterparty Credit Risk Analyst – Stress Testing & CCAR (VP Level)

Axiom Path; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Axiom Path, Inc. in New York, NY is seeking a Senior Counterparty Credit Risk Analyst at VP level to lead stress testing and CCAR initiatives across derivatives and SFT portfolios.

You will collaborate with Risk, Finance, and Modeling teams to drive risk analytics, governance, and regulatory reporting. The role emphasizes ownership of exposure metrics, governance, and senior-level presentations while working on a 6-month contract, with W2 eligibility and close interaction with executive

Qualifications

• 7–10+ years of relevant experience in counterparty credit risk, quantitative risk analysis, stress testing, or related capital markets risk functions.
• Strong understanding of derivatives exposure, securities financing transactions, counterparty risk measurement, and portfolio-level credit risk.
• Experience executing stress-testing activities, interpreting stressed exposures, supporting scenario analysis, and regulatory deliverables.
• Advanced knowledge of PFE, EPE, EAD, collateralization, netting structures, and model-generated exposure measurements.
• Ability to interpret complex datasets, identify meaningful exposure movements, challenge results, and explain drivers.
• Advanced Excel capabilities; Python and data visualization experience are advantageous.
• Strong governance, documentation standards, model governance, and risk reporting knowledge.
• Ability to translate technical risk analysis for senior management and nontechnical audiences.

Responsibilities

• Lead analytical activities supporting counterparty credit risk stress testing across derivatives and securities financing transaction (SFT) portfolios.
• Evaluate portfolio behavior under adverse market conditions, identifying exposure sensitivities, concentration risks, and emerging vulnerabilities.
• Support CCAR initiatives through exposure projections, analytical documentation, scenario interpretation, and regulatory reporting.
• Analyze Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Exposure at Default (EAD), including stressed exposure metrics.
• Assess collateral arrangements, netting agreements, market movements, and counterparty characteristics on exposure profiles.
• Develop clear, actionable risk assessments and management presentations for senior leadership and risk committees.
• Monitor counterparty credit risk appetite measures, early-warning indicators, exposure thresholds, and potential breaches.
• Collaborate with quantitative modeling teams to evaluate model outputs, challenge assumptions, and assess changes to methodologies.
• Analyze wrong-way risk, counterparty concentrations, and stress-related vulnerabilities across industries, collateral categories, and trading portfolios.
• Enhance governance of stress-testing methodologies, documentation, and internal controls.
• Identify opportunities to improve reporting automation, data accuracy, and analytical visualization.

Skills

Counterparty risk

CCAR analytics

Stress testing

Regulatory reporting

Education

Bachelor's degree in quantitative field

Master's degree (preferred)

CFA/FRM (preferred)

Tools

Excel

Python

Data visualization tools

Job description

Senior Counterparty Credit Risk Analyst – Stress Testing & CCAR (VP Level)

New York, United States

Job Description

Be Part Of A High-Performing Team

Join a global financial institution with a strong presence in capital markets, investment banking, and sophisticated financial risk management. The organization operates in a highly regulated environment where disciplined risk oversight, quantitative analysis, and effective collaboration are essential to maintaining financial stability and supporting strategic business decisions.

This opportunity sits within a specialized Counterparty Credit Risk (CCR) Portfolio Analysis team responsible for evaluating exposure across complex derivatives and securities financing transactions. The team partners closely with Enterprise Stress Testing, Finance, Market Risk, Quantitative Modeling, and Front Office stakeholders to strengthen risk measurement, regulatory reporting, and portfolio resilience.

The position offers an opportunity to take ownership of critical stress-testing and regulatory capital assessment initiatives while contributing to the continued enhancement of risk analytics, governance, and reporting capabilities.

What's In Store For You

Engagement: W2 only (no C2C/1099).

Contract duration: Approximately 6 months, beginning November 2, 2026.

Senior-level individual contributor opportunity: Operate at the Vice President level without direct people-management responsibilities.

Cross-functional exposure: Collaborate with senior stakeholders across Risk Management, Finance, Quantitative Modeling, and Capital Markets.

Strategic initiatives: Contribute to regulatory stress testing, CCAR, portfolio risk analytics, and improvements to exposure measurement methodologies.

Professional development: Gain exposure to complex counterparty risk frameworks, advanced stress-testing analytics, and enterprise-wide regulatory initiatives.

How You Will Make An Impact

Lead analytical activities supporting counterparty credit risk stress testing across derivatives and securities financing transaction (SFT) portfolios.

Evaluate portfolio behavior under adverse market conditions, identifying exposure sensitivities, concentration risks, and emerging vulnerabilities.

Support Comprehensive Capital Analysis and Review (CCAR) initiatives through exposure projections, analytical documentation, scenario interpretation, and regulatory reporting.

Analyze Potential Future Exposure (PFE), Expected Positive Exposure (EPE), and Exposure at Default (EAD), including stressed exposure metrics, to identify key risk drivers.

Assess the influence of collateral arrangements, netting agreements, market movements, and counterparty characteristics on exposure profiles.

Develop clear, actionable risk assessments and management presentations that communicate complex quantitative findings to senior leadership and risk committees.

Monitor counterparty credit risk appetite measures, early-warning indicators, exposure thresholds, and potential breaches.

Collaborate with quantitative modeling teams to evaluate model outputs, challenge assumptions, and assess the implications of methodology changes.

Analyze wrong-way risk, counterparty concentrations, and stress-related vulnerabilities across industries, collateral categories, and trading portfolios.

Enhance the quality, consistency, and governance of stress-testing methodologies, analytical documentation, and internal controls.

Identify opportunities to improve reporting automation, data accuracy, analytical visualization, and operational efficiency.

Partner with Finance, Enterprise Stress Testing, Market Risk, Technology, and trading stakeholders to maintain alignment across exposure analysis and regulatory deliverables.

Requirements

Do You Bring Proven Success in Counterparty Credit Risk, Stress Testing, and CCAR Analytics?

Experience: 7–10+ years of relevant experience in counterparty credit risk, quantitative risk analysis, stress testing, or closely related capital markets risk functions.

Counterparty credit risk expertise: Strong understanding of derivatives exposure, securities financing transactions, counterparty risk measurement, and portfolio-level credit risk.

Stress testing and CCAR: Demonstrated experience executing stress-testing activities, interpreting stressed exposures, supporting scenario analysis, and contributing to regulatory stress-testing deliverables.

Exposure analytics: Advanced knowledge of PFE, EPE, EAD, collateralization, netting structures, and model-generated exposure measurements.

Quantitative analysis: Ability to interpret complex datasets, identify meaningful exposure movements, challenge analytical results, and explain portfolio risk drivers.

Technical proficiency: Advanced Microsoft Excel capabilities and familiarity with analytical programming or reporting tools. Python and data visualization experience are advantageous.

Risk governance: Strong understanding of regulatory expectations, documentation standards, model governance, analytical controls, and risk reporting.

Stakeholder communication: Ability to translate technical risk analysis into concise, meaningful recommendations for senior management and nontechnical audiences.

Cross‑functional collaboration: Experience working with Risk, Finance, Quantitative Modeling, Technology, and capital markets business partners.

Independent execution: Comfortable owning complex analytical deliverables, managing competing priorities, and influencing stakeholders without direct management authority.

Education: Bachelor's degree in Finance, Economics, Mathematics, Engineering, or another quantitative discipline.

Preferred qualifications: Master's degree, Chartered Financial Analyst (CFA), or Financial Risk Manager (FRM) certification.