Counterparty Credit Risk Vice President
Core
Lead Counterparty Credit Risk (CCR) stress-testing and CCAR deliverables for Derivatives and SFT portfolios, ensuring robust methodologies and high-quality regulatory reporting.
Role type
Senior IC Vice President, Counterparty Credit Risk
Builds
Regulatory stress-testing reports, exposure projections, and risk analytics narratives for senior management
Domain
Banking / Counterparty Credit Risk / Regulatory Stress Testing
Deliverable
dashboards & analysis
Required skills
Counterparty Credit Risk expertise, Stress Testing frameworks (CCAR), Derivatives and SFT exposure analytics, PFE/EPE/EAD interpretation, Risk Appetite monitoring, Model challenge, Cross-functional collaboration
Preferred skills
Master's degree, CFA or FRM certification, Python proficiency, Data visualization
Technologies
Excel, Python, Visualization platforms
Responsibilities
Lead CCR stress-testing activities including scenario design and exposure behavior analysis; Support CCAR deliverables and documentation; Analyze and interpret exposure metrics (PFE/EPE/EAD); Monitor risk appetite metrics and early-warning indicators; Prepare management reports on stress scenarios; Partner with Quant teams to review model behavior; Evaluate wrong-way risk indicators; Improve data accuracy and reporting automation; Mentor junior staff and promote analytical rigor.
Seniority
Senior, hands-on IC
