VP, Stress Testing & CCAR Portfolio Analysis

SMBC Group; New York (NY); Hybrid; USD 135,000 - 185,000; Full time

Benefits offered by this job

Competitive salary

Annual discretionary incentive award

Comprehensive benefits portfolio

Job summary

A leading global financial services firm is seeking a Vice President for Portfolio Analysis – Stress Testing & CCAR. This role involves driving stress-testing activities, analyzing derivatives, and preparing reports for senior management. The ideal candidate will have 7-10+ years in Counterparty Credit Risk or Stress Testing, and possess a strong quantitative skill set. The position operates under a hybrid work model, offering competitive salary and benefits.

Qualifications

• 7–10+ years of relevant experience in Counterparty Credit Risk or Stress Testing.
• Strong familiarity with derivatives and SFT exposure analytics.
• Ability to synthesize large datasets and identify exposure drivers.

Responsibilities

• Drive Stress Testing and CCAR workstreams, ensuring robust methodologies.
• Lead CCR stress-testing activities across Derivatives and SFT portfolios.
• Prepare high-quality stress-testing and CCAR reports for senior management.

Skills

Quantitative acumen

Communication skills

Analytical capability

Collaboration

Education

Bachelor's degree in Finance, Economics, Mathematics, Engineering, or related quantitative field

Master's degree or professional certifications (e.g., CFA, FRM)

Tools

Excel

Python

Job description

A leading global financial services firm is seeking a Vice President for Portfolio Analysis – Stress Testing & CCAR. This role involves driving stress-testing activities, analyzing derivatives, and preparing reports for senior management. The ideal candidate will have 7-10+ years in Counterparty Credit Risk or Stress Testing, and possess a strong quantitative skill set. The position operates under a hybrid work model, offering competitive salary and benefits.