What are the responsibilities and job description for the VP Counterparty Credit Risk (CCR) Portfolio Analysis position at Reliancesoft Systems Inc?
HIRING VP Counterparty Credit Risk (CCR) Portfolio Analysis
Location: NYC
Fulltime
We are looking for a VP Counterparty Credit Risk (CCR) Portfolio Analysis professional to lead Stress Testing & CCAR activities.
Key Requirements:
7 10 years of experience in Counterparty Credit Risk / Stress Testing
Strong hands-on experience with CCAR / Stress Testing frameworks
Strong knowledge of PFE, EPE, collateral & netting
Derivatives and SFT exposure analytics experience
Experience with exposure projections, scenario analysis & risk drivers
Strong understanding of Wrong-Way Risk & concentration risk
Proficiency in Excel; Python/analytical & visualization tools preferred
Experience working with Quant, Model Development, Finance, Market Risk & Front Office teams
Excellent communication, reporting and senior management presentation skills
Bachelor s degree in Finance, Economics, Mathematics, Engineering or related quantitative field
FRM/CFA or Master s degree is a plus