Vice President Risk Quant Jobs (NOW HIRING)

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.

• 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.

• 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, EAD, 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.