Vice President, Portfolio Analysis – Stress Testing & CCAR

Sharp Decisions; New York (NY); Hybrid; USD 122,000 - 173,000; Full time

Job summary

Sharp Decisions is seeking a Vice President of Portfolio Analysis – Stress Testing & CCAR in New York. The role drives CCR stress testing across Derivatives and SFT portfolios, translating complex risk analytics into clear narratives for senior management.

This is a hybrid, 12-month contract with a competitive hourly pay rate. You will partner with Enterprise Stress Testing, Finance, Market Risk and Front Office to design scenarios, monitor risk metrics, produce governance-ready documentation,

Qualifications

• Bachelor’s degree in a quantitative field; advanced degrees a plus.
• 7–10+ years of Counterparty Credit Risk or stress testing experience.
• Direct CCAR stress testing experience.
• Strong Excel skills; experience with Python and data visualization.
• Excellent communication of complex analytics to senior management.
• Demonstrated governance and documentation discipline.

Responsibilities

• Lead CCR stress testing activities across Derivatives and SFT portfolios.
• Support CCAR deliverables, including exposure projections and narratives.
• Interpret PFE/EPE/EAD and explain exposure movements.
• Monitor CCR Risk Appetite metrics and early warning indicators.
• Prepare stress testing and CCAR reports for senior management.
• Collaborate with Quant/Model Development to review models under stress.
• Strengthen controls, governance, and documentation.

Skills

Stress testing

CCAR analysis

Exposure analytics

Python

Excel

Data visualization

Communication

Collaboration

Leadership

Finance background

Education

Bachelor's degree

Master's degree

CFA/FRM

Tools

Python

Visualization tools

Job description

Job Title : Vice President, Portfolio Analysis – Stress Testing & CCAR

Pay Rate : $107/hr on W2

Location : New York, NY ( Hybrid )

Duration : 12 Months Contract with a possible extension

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, earlywarning 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.
• CrossFunctional 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.