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About the role

HW3 is partnering with a leading global bank seeking a Vice President to join its Counterparty Credit Risk Portfolio Analysis team. This individual will drive stress testing and CCAR workstreams across derivatives and securities financing portfolios, providing analysis and insights into stressed exposures and emerging risks. This is an individual contributor position with exposure to senior management and close collaboration across Front Office, Market Risk, Finance, Enterprise Stress Testing and Quant teams.
Key Responsibilities: Lead counterparty credit risk stress-testing analysis, including scenario design, exposure projections and interpretation of key risk drivers. Support CCR-related CCAR deliverables, including analysis, documentation and management narratives. Analyze PFE, EPE and EAD movements across derivatives and securities financing transactions. Assess wrong-way risk, portfolio concentrations and vulnerabilities under stressed conditions. Monitor risk appetite metrics, early-warning indicators and threshold breaches. Partner with quantitative teams to challenge exposure model behavior and methodology changes. Prepare reporting for senior management and risk committees while improving data quality, controls and reporting efficiency. Qualifications7–10+ years of relevant counterparty credit risk or stress-testing experience, with strong knowledge of derivatives and securities financing exposure analytics. Direct experience with CCAR or comparable stress-testing frameworks. Strong understanding of PFE, EPE, EAD, collateral, and netting structures. Ability to interpret model-driven exposure outputs and clearly communicate findings to senior stakeholders. Strong Excel skills and comfort with Python or data visualization tools. Bachelor’s degree in a relevant quantitative discipline; a master’s degree, CFA, or FRM is a plus

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JOB OVERVIEW

Experience level

Manager

Location

White Plains, NY

Occupation

Financial Risk Specialists

Industry

Commercial Banking

Posted

16 days ago

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