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Counterparty Credit Risk Portfolio Analysis
External job listingat Vama Solutions
Requirements 10+ years of experience in financial services or banking risk management. Strong quantitative and analytical capabilities. Hands-on experience analyzing derivatives and SFT p...
External source - not verified3 days agoOpen until: Feb 4, 2027
Salary
Not provided
Location
New York, United States
Employment type
Full time
Workplace
Not provided
Counterparty Credit Risk Portfolio Analysis
New York, United States
Job description
Requirements
- 10+ years of experience in financial services or banking risk management.
- Strong quantitative and analytical capabilities.
- Hands-on experience analyzing derivatives and SFT portfolios.
- Proven experience supporting CCR Stress Testing and CCAR workstreams.
- Ability to interpret complex risk models and communicate findings to senior management and regulatory stakeholders.
- Strong hands-on experience in CCR portfolio analytics, Stress Testing, CCAR, and Derivatives/Securities Financing Transactions (SFT) exposure analytics.
- PFE, EPE, EAD Exposure Analytics
- Collateral Management and Netting Structures
- Wrong-Way Risk Assessment
- Risk Appetite Monitoring and Concentration Analysis
- Exposure Modeling and Scenario Analysis
- Strong hands-on experience with Python and Advanced Excel
- Senior Management and Regulatory Reporting
Schedule
- C2C / W2
How to apply
- Share your updated resume.
Location
- New York City, NY