VP, Portfolio Stress Testing & CCAR Analytics (Hybrid)

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

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.