VP Counterparty Risk — Stress Testing & CCAR Analytics

Axiom Path, Inc.; 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

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