VP, Counterparty Credit Risk Stress Testing

A Global Investment Bank, who has recently been growing out their Counterparty Credit and Market Risk team over the last 2-3 years, is looking to hire a VP level candidate on their Counterparty Credit Risk Stress Testing team to primarily focus on the team's Stress Testing and CCAR work-streams. This individual will lead CCR stress-testing activities across Derivatives and SFT portfolios, including scenario design. They will also Analyze and interpret

PFE/EPE/EAD

(including stressed exposures) as well as supporting ongoing monitoring of CCR Risk Appetite metrics. The firm is targeting individuals with 4+ years of experience in Counterparty Credit Risk Analytics or Stress Testing. This firm is known for having some of the best culture and work life balance on the street and prides itself on maintaining these standards. Role Objectives Lead counterparty credit risk stress testing across derivatives and SFT portfolios, including scenario design, exposure behavior analysis, and identification of stress vulnerabilities. Support CCAR deliverables by producing exposure projections, documentation, and narratives, while coordinating with Finance and Enterprise Stress Testing teams. Analyze and interpret PFE, EPE, and EAD metrics (including stressed exposures), clearly explaining key drivers, concentration risks, and movements. Monitor CCR risk appetite metrics and early warning indicators, identifying breaches and emerging counterparty-level risks. Enhance reporting, controls, and processes by improving data quality, automation, documentation standards, and cross-functional collaboration. Qualifications and Skills 4-10+ years of experience in Counterparty Credit Risk or Stress Testing Bachelor's degree in a quantitative field such as Finance, Mathematics, Economics, or Engineering; advanced degrees or certifications (CFA, FRM) are a plus. Strong expertise in stress testing frameworks (e.g., CCAR), including scenario design, exposure projection, and results interpretation. Deep understanding of PFE, EPE, EAD, collateral/netting frameworks, and model-driven exposure analytics, with strong Excel and analytical tool proficiency. Excellent analytical, communication, and collaboration skills, with the ability to present complex risk insights and mentor junior team members.