VP, Counterparty CCR Stress Testing & CCAR Analytics

Phyton Talent Advisors; New York (NY); On-site; USD 250,000 - 360,000; Full time

Job summary

Phyton Talent Advisors seeks a senior Vice President to lead Stress Testing and CCAR for the CCR portfolio. You will drive scenario design, exposure projections, and governance across derivatives and SFTs, translating complex analytics into clear narratives for committees.

The role requires 7–10+ years in CCR or stress testing, strong quantitative skills, and collaboration with Finance, Front Office, and Tech. NYC-based, on-site leadership with regulatory focus.

Qualifications

• Bachelor’s degree in finance/economics/mathematics or engineering required.
• 7–10+ years in Counterparty Credit Risk or Stress Testing.
• Strong quantitative and risk analytics capabilities.
• Experience with CCAR stress-testing and derivatives/SFT exposure analysis.

Responsibilities

• Lead CCR stress-testing activities across Derivatives and SFT portfolios.
• Support CCR-related CCAR deliverables, including exposure projections and narratives.
• Interpret exposure movements and drivers (PFE/EPE/EAD).
• Monitor CCR Risk Appetite metrics, early-warning indicators, and threshold breaches.
• Prepare high-quality stress-testing and CCAR reports for senior management and risk committees.
• Collaborate with Quant/Model Development on exposure model behavior under stress.
• Assess stressed wrong-way risk indicators and concentration analysis.
• Improve data accuracy, reporting automation, and visualization capabilities.
• Work cross-functionally with Front Office, Market Risk, Finance, Enterprise Stress Testing, Quant, and Technology.

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

Python

Excel

Visualization platforms

Job description

Phyton Talent Advisors seeks a senior Vice President to lead Stress Testing and CCAR for the CCR portfolio. You will drive scenario design, exposure projections, and governance across derivatives and SFTs, translating complex analytics into clear narratives for committees.

The role requires 7–10+ years in CCR or stress testing, strong quantitative skills, and collaboration with Finance, Front Office, and Tech. NYC-based, on-site leadership with regulatory focus.