VP Counterparty Credit Risk (CCR) Portfolio Analysis

Hybrid in New York, NY, US • Posted 2 hours ago • Updated 2 hours ago
Full Time
On-site
Depends on Experience
Fitment

Dice Job Match Score™

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Job Details

Skills

  • Counterparty Credit Risk (CCR)
  • Portfolio Analysis
  • Stress Testing

Summary

HIRING VP Counterparty Credit Risk (CCR) Portfolio Analysis

Location: NYC
Fulltime

We are looking for a VP Counterparty Credit Risk (CCR) Portfolio Analysis professional to lead Stress Testing & CCAR activities.

Key Requirements:
7 10+ years of experience in Counterparty Credit Risk / Stress Testing
Strong hands-on experience with CCAR / Stress Testing frameworks
Strong knowledge of PFE, EPE, collateral & netting
Derivatives and SFT exposure analytics experience
Experience with exposure projections, scenario analysis & risk drivers
Strong understanding of Wrong-Way Risk & concentration risk
Proficiency in Excel; Python/analytical & visualization tools preferred
Experience working with Quant, Model Development, Finance, Market Risk & Front Office teams
Excellent communication, reporting and senior management presentation skills
Bachelor s degree in Finance, Economics, Mathematics, Engineering or related quantitative field
FRM/CFA or Master s degree is a plus

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: 90989805
  • Position Id: 9095635
  • Posted 2 hours ago
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