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Vice President, Portfolio Risk Management (CCR & CCAR)

Tandym TechNew York, NY🇺🇸United States

Quick overview

SeniorityLeader
Work modeHybrid
LocationNew York, NY, United States
Microsoft ExcelCFADerivativesPythonRegulatory ReportingRisk Management

Job description




A financial services institution in New York City is actively seeking an experienced professional to join its staff as its new Vice President, Portfolio Risk Management (CCR & CCAR). This hybrid role centers on exposure analysis, regulatory reporting, and collaboration with risk, finance, and quantitative partners.


About the Opportunity:




  • Schedule: Monday to Friday




  • Hours: Standard business




  • Setting: Hybrid (at least 2 days a week onsite)




Responsibilities:




  • Lead counterparty credit risk stress testing activities across derivatives and securities financing transaction portfolios




  • Support CCAR deliverables, including exposure projections, documentation, and reporting narratives




  • Analyze and interpret stressed exposure measures, including PFE, EPE, and and explain key drivers of change




  • Monitor risk appetite metrics, early-warning indicators, threshold breaches, and emerging counterparty risks




  • Prepare management reports and collaborate with cross-functional teams to strengthen methodologies, documentation, and workflow efficiency




Qualifications:





  • 7 to 10+ years of relevant experience in counterparty credit risk or stress testing





  • Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field




  • Direct experience with stress testing frameworks such as CCAR, including scenario design, exposure projection, and result interpretation




  • Strong understanding of PFE, EPE, collateral and netting structures, and model-driven exposure outputs




  • Proficiency with Excel and analytical tools such as Python or visualization platforms




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




  • Strong written and verbal communication skills for presenting complex risk analytics to senior stakeholders




  • Demonstrated discipline in documentation, review controls, stress testing governance, and regulatory expectations




  • Proven success working cross-functionally with front office, risk, finance, quantitative, and technology teams




Desired Skills:




  • Master's Degree in a quantitative discipline




  • Professional certifications such as CFA or FRM




  • Experience with derivatives and securities financing transaction exposure analytics




  • Exposure to reporting automation, data visualization, or workflow improvement initiatives




  • Familiarity with regulatory filings related to CCAR, including Schedule L





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