Sr Manager Portfolio Analysis Stress Testing & CCAR / VP CCR

Hallmark Global Solutions Ltd; New York (NY); Hybrid; USD 180,000 - 250,000; Full time

Job summary

Hallmark Global Solutions Ltd. seeks an experienced senior leader for Portfolio Analysis focused on Stress Testing & CCAR.

The VP/Director will drive CCR workstreams, interpret outputs, and produce clear narratives for senior management across Derivatives and SFT exposures. You will partner with Enterprise Stress Testing, Finance, Market Risk, and Front Office to ensure robust methodologies, governance, and insightful risk reporting.

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field.
• Master’s degree or professional certifications (e.g., CFA, FRM) are a plus.
• Experience in Counterparty Credit Risk or Stress Testing with derivatives and SFT exposure analytics.

Responsibilities

• Lead CCR stress-testing activities across Derivatives and SFT portfolios.
• Support CCR-related CCAR deliverables, including exposure projections and narratives.
• Analyze and interpret PFE/EPE/EAD and stressed exposures.
• Monitor CCR Risk Appetite metrics and threshold breaches.
• Prepare high‑quality management reports summarizing exposure trends.
• Collaborate with Quant/Model Development and Front Office teams.
• Strengthen documentation, governance, and data quality in stress testing.

Skills

PFE

EPE

EAD

Collateral & Netting

Excel

Python

Visualization tools

Risk analytics

Stress testing

CCAR

Education

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

Master’s degree or CFA/FRM certifications

Tools

Excel

Python

Visualization platforms

Job description

Role : Vice President / Director / Sr Manager Portfolio Analysis Stress Testing & CCAR / VP CCR Specialist

Location – NYC,NY

Hybrid 3days onsite 2 days remote

Role Description

The Vice President, Portfolio Analysis – Stress Testing & CCAR, will serve as a key contributor within the Counterparty Credit Risk (CCR) Portfolio Analysis team. The VP will drive the team’s Stress Testing and CCAR workstreams, ensuring robust methodologies, consistent exposure behavior under stress, and high‑quality regulatory and internal deliverables. This role will not have any direct reports.

This role requires strong quantitative acumen, the ability to interpret exposure model outputs, and the skill to translate complex risk analytics into clear narratives for senior management and committees.

The VP will work closely with Enterprise Stress Testing, Finance, Market Risk, Quant/Model Development, and Front Office partners.

Role Objectives: Delivery

Stress Testing Analysis:

Lead CCR stress‑testing activities across Derivatives and SFT portfolios, including scenario design, exposure behavior analysis, driver interpretation, and identification of stress vulnerabilities.

CCAR Analysis & Reporting:

Support CCR-related CCAR deliverables, including exposure projections, documentation, narratives, and coordination with Finance and Enterprise Stress Testing.

Exposure Interpretation:

Analyze and interpret PFE/EPE/EAD (including stressed exposures), explaining key exposure movements, concentration risks, and drivers of change.

Risk Appetite Monitoring:

Support ongoing monitoring of CCR Risk Appetite metrics, early‑warning indicators, threshold breaches, and counterparty‑level emerging risks.

Management Reporting:

Prepare high‑quality stress‑testing and CCAR reports for senior management and risk committees, summarizing exposure trends and scenario impacts.

Model Engagement:

Partner with Quant/Model Development to review exposure model behavior under stress and assess methodology updates (interpretation/challenge role).

Wrong‑Way Risk Assessment:

Evaluate stressed wrong‑way risk indicators and support concentration analysis across sectors, collateral types, and counterparties.

Controls & Documentation:

Strengthen documentation quality, review routines, assumptions, and governance standards across stress‑testing and CCAR processes.

Process & Data Enhancement:

Improve data accuracy, reporting automation, visualization capabilities, and overall stress‑testing workflow efficiency.

Cross‑Functional Collaboration:

Work closely with Front Office, Market Risk, Finance, Enterprise Stress Testing, Quant teams, and Technology to ensure consistent and complete representation of CCR stress exposures.

Qualifications and Skills

Education: Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field; Master’s degree or professional certifications (e.g., CFA, FRM) are a plus.

Experience: 7–10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing, with strong familiarity in derivatives and SFT exposure analytics.

Stress Testing Expertise: Direct experience executing stress‑testing frameworks (e.g., CCAR), including scenario design, exposure projection, and result interpretation.

Technical Skills: Strong understanding of PFE, EPE, EAD, collateral and netting structures, and model‑driven exposure outputs; proficiency with Excel and comfort with analytical tools (e.g., Python, visualization platforms).

Analytical Capability: Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge.

Communication Skills: Strong written and verbal ability to present complex risk analytics clearly to senior management and non‑technical stakeholders.

Risk & Governance Mindset: Demonstrated discipline in documentation, review controls, stress‑testing governance, and adherence to regulatory expectations.

Collaboration: Proven success working cross‑functionally with Front Office, Risk, Finance, Quant, and Technology teams.

Leadership: Ability to mentor junior staff, promote analytical rigor, and contribute to continuous improvement within the Portfolio Analysis function.