Stress Testing CCAR CCR Specialist

Reliancesoft Systems Inc

Stress Testing CCAR CCR Specialist

Hybrid in New York, NY, US • Posted 1 day ago • Updated 1 day ago

Full Time

Hybrid

Depends on Experience

Job Details

Skills

• Portfolio Analysis

• Stress Testing

• CCAR

• Counterparty Credit Risk

• Summary

• Role : Vice President, Portfolio Analysis Stress Testing & CCAR / VP - CCR Specialist

• Location NYC,NY

• Hybrid 3days onsite 2 days remote

• Role Description

• The Vice President, Portfolio Analysis Stress Testing & CCAR, will serve as a key contributor within the Counterparty Credit Risk (CCR) Portfolio Analysis team. The VP will drive the team s Stress Testing and CCAR workstreams, ensuring robust methodologies, consistent exposure behavior under stress, and highquality regulatory and internal deliverables. This role will not have any direct reports.

• This role requires strong quantitative acumen, the ability to interpret exposure model outputs, and the skill to translate complex risk analytics into clear narratives for senior management and committees.

• The VP will work closely with Enterprise Stress Testing, Finance, Market Risk, Quant/Model Development, and Front Office partners.

• Role Objectives: Delivery

• Stress Testing Analysis: Lead CCR stresstesting activities across Derivatives and SFT portfolios, including scenario design, exposure behavior analysis, driver interpretation, and identification of stress vulnerabilities.

• CCAR Analysis & Reporting: Support CCR-related CCAR deliverables, including exposure projections, documentation, narratives, and coordination with Finance and Enterprise Stress Testing.

• Exposure Interpretation: Analyze and interpret PFE/EPE/EAD (including stressed exposures), explaining key exposure movements, concentration risks, and drivers of change.

• Risk Appetite Monitoring: Support ongoing monitoring of CCR Risk Appetite metrics, earlywarning indicators, threshold breaches, and counterpartylevel emerging risks.

• Management Reporting: Prepare highquality stresstesting and CCAR reports for senior management and risk committees, summarizing exposure trends and scenario impacts.

• Model Engagement: Partner with Quant/Model Development to review exposure model behavior under stress and assess methodology updates (interpretation/challenge role).

• WrongWay Risk Assessment: Evaluate stressed wrongway risk indicators and support concentration analysis across sectors, collateral types, and counterparties.

• Controls & Documentation: Strengthen documentation quality, review routines, assumptions, and governance standards across stresstesting and CCAR processes.

• Process & Data Enhancement: Improve data accuracy, reporting automation, visualization capabilities, and overall stresstesting workflow efficiency.

• CrossFunctional Collaboration: Work closely with Front Office, Market Risk, Finance, Enterprise Stress Testing, Quant teams, and Technology to ensure consistent and complete representation of CCR stress exposures.

• Qualifications and Skills

• Education: Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field; Master's degree or professional certifications (e.g., CFA, FRM) are a plus.

• Experience: 7-10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing, with strong familiarity in derivatives and SFT exposure analytics.

• Stress Testing Expertise: Direct experience executing stresstesting frameworks (e.g., CCAR), including scenario design, exposure projection, and result interpretation.

• Technical

Skills

• Strong understanding of PFE, EPE, collateral and netting structures, and modeldriven exposure outputs; proficiency with Excel and comfort with analytical tools (e.g., Python, visualization platforms).

• Analytical Capability: Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge.

• Communication

Skills

• Strong written and verbal ability to present complex risk analytics clearly to senior management and nontechnical stakeholders.

• Risk & Governance Mindset: Demonstrated discipline in documentation, review controls, stresstesting governance, and adherence to regulatory expectations.

• Collaboration: Proven success working crossfunctionally with Front Office, Risk, Finance, Quant, and Technology teams.

• Leadership: Ability to mentor junior staff, promote analytical rigor, and contribute to continuous improvement within the Portfolio Analysis function.