VP, Counterparty Credit Risk
Core
Lead stress testing and CCAR-related activities while overseeing derivative and financing transaction exposures across a diverse counterparty portfolio.
Role type
VP Counterparty Credit Risk (Senior IC)
Builds
Regulatory readiness and actionable risk insights for senior management and risk committees
Domain
Banking / Counterparty Credit Risk
Deliverable
production ML models
Required skills
OTC derivatives expertise, exposure measurement methodologies, collateral management, PFE/EPE/CVA/XVA/Wrong-Way Risk analysis, stress testing, portfolio-level risk analysis
Preferred skills
Experience in consulting firms or investment banks
Technologies
Risk analytics tools
Responsibilities
Monitor and analyze counterparty credit exposure across OTC derivatives and securities financing transactions; Assess key CCR metrics including PFE, EPE, CVA, and collateral utilization; Perform counterparty and portfolio-level risk analysis including Wrong-Way Risk assessments and stress testing; Partner with Front Office, Credit Risk, XVA, and Risk Management teams to support risk decisions and reporting
