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Counterparty Credit Risk Portfolio Analysis
External job listingat Vamasolutions
Tasks Counterparty Credit Risk (CCR) Portfolio Analysis Stress Testing and CCAR Derivatives and Securities Financing Transactions (SFT) PFE, EPE, EAD Exposure Analytics Collateral Managem...
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
Tasks
- Counterparty Credit Risk (CCR) Portfolio Analysis
- Stress Testing and CCAR
- Derivatives and Securities Financing Transactions (SFT)
- 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
- Senior Management and Regulatory Reporting
Requirements
- 10+ Years
- 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 with Python and Advanced Excel
Schedule
- C2C / W2
How to apply
- Share your updated resume by email.
Location
- New York City, NY