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Full timeFinance

VP, Counterparty Credit Risk

Selby JenningsManhattan, NY🇺🇸United StatesPosted Oct 21, 2026

Why this role stands out

This high-impact leadership role offers a unique opportunity to shape risk strategy at a growing international bank while collaborating with top-tier quantitative and front-office teams. You will thrive in this hybrid position if you are a strategic risk professional eager to advance your expertise in stress testing and complex derivatives, so apply today to elevate your career within this dynamic global environment.

Quick overview

SeniorityLeader
Employment typeFull Time
Work modeHybrid
LocationManhattan, NY, United States
Posted3 days ago
Stakeholder ManagementDerivativesRisk Management

Job description

A growing international bank is seeking a VP Counterparty Credit Risk professional to support the oversight and management of derivative and financing transaction exposures across a diverse counterparty portfolio.

This position sits within the Counterparty Credit Risk portfolio analysis function and is responsible for leading the firm's stress testing and CCAR-related activities. The role focuses on assessing how counterparty credit exposures behave under stressed market conditions, enhancing risk methodologies, and delivering actionable insights to senior management and risk committees. Working closely with teams across Risk, Finance, Quantitative Analytics, and the Front Office, the successful candidate will help drive regulatory readiness while translating complex risk analytics into clear business recommendations.

The ideal candidate will have at least 4 years of experience in a CCR team within a consulting firm or investment bank. With a strong understanding of OTC derivatives, exposure measurement methodologies, and collateral management. They should possess knowledge of key CCR concepts including PFE, EPE, CVA, XVA, and Wrong-Way Risk, along with the ability to analyze complex risk exposures across trading portfolios. Strong analytical, communication, and stakeholder management skills are essential, as this role partners closely with Front Office, Market Risk, Quantitative, and other risk teams.

Responsibilities:

  • Monitor and analyze counterparty credit exposure across OTC derivatives, securities financing transactions, and related trading activities.
  • Assess key CCR metrics including PFE, EPE, CVA, and collateral utilization to identify and escalate emerging risks.
  • Perform counterparty and portfolio-level risk analysis, including Wrong-Way Risk assessments and stress testing.
  • Partner closely with Front Office, Credit Risk, XVA, and Risk Management teams to support risk decisions and reporting.

Qualifications:


  • 4+ years of experience in Counterparty Credit Risk, Credit Risk, or a related market risk function.
  • Strong understanding of OTC derivatives, exposure measurement methodologies, and collateral management.
  • Knowledge of key CCR concepts such as PFE, EPE, CVA, XVA, and Wrong-Way Risk.
  • Strong analytical and stakeholder management skills with the ability to work across trading and risk teams.

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