VP, Counterparty Risk — Stress Testing & CCAR Lead

Hw3 Llc; New York (NY); In loco; USD 180.000 - 260.000; Tempo pieno

Descrizione del lavoro

Hw3 Llc in New York seeks a Vice President to drive counterparty credit risk stress-testing and CCAR workstreams across derivatives and securities financing portfolios. You will analyze stressed exposures, review model outputs, and provide actionable insights to senior management.

The role is an individual contributor position with close collaboration across Front Office, Market Risk, Finance, Enterprise Stress Testing and Quant teams to challenge methodologies and improve reporting quality.

Competenze

• 7–10+ years in counterparty credit risk or stress-testing.
• Direct CCAR or comparable stress-testing experience.
• Strong knowledge of PFE, EPE, EAD, collateral and netting.

Mansioni

• Lead counterparty credit risk stress-testing analysis including scenario design and exposure projections.
• Support CCR-related CCAR deliverables with analysis, documentation and management narratives.
• Analyze PFE, EPE and EAD movements across derivatives and securities financing.
• Assess wrong-way risk, concentrations and vulnerabilities under stressed conditions.
• Monitor risk appetite metrics and early-warning indicators.
• Collaborate with quantitative teams to challenge exposure model behavior.
• Prepare reporting for senior management and risk committees with improved data quality.

Conoscenze

Excel

Python

Data visualization

Stakeholder communication

Formazione

Bachelor's degree in quantitative discipline

Master's degree

CFA

FRM

Strumenti

Python

Data visualization tools

Descrizione del lavoro

Hw3 Llc in New York seeks a Vice President to drive counterparty credit risk stress-testing and CCAR workstreams across derivatives and securities financing portfolios. You will analyze stressed exposures, review model outputs, and provide actionable insights to senior management.

The role is an individual contributor position with close collaboration across Front Office, Market Risk, Finance, Enterprise Stress Testing and Quant teams to challenge methodologies and improve reporting quality.