Senior Counterparty Credit Risk Analyst – Stress Testing & CCAR (VP Level)

Axiom Path • New York, NY

2d • Hybrid

About The Position

The Senior Counterparty Credit Risk Analyst is a senior-level individual contributor operating at the Vice President level, with no direct people-management responsibilities. The role is part of a specialized Counterparty Credit Risk Portfolio Analysis team that evaluates exposure across derivatives and securities financing transactions. The team works with Enterprise Stress Testing, Finance, Market Risk, Quantitative Modeling, Front Office, Technology, and other capital markets stakeholders.

The analyst leads and supports counterparty credit risk stress-testing and CCAR activities, assesses portfolio exposures under adverse market conditions, and contributes to regulatory reporting and capital assessments. The role also supports improvements to exposure measurement, analytical methodologies, governance, documentation, reporting, and controls. The position is hybrid in New York, NY, W2 only, for an approximately six-month contract beginning November 2, 2026.

Requirements

• 7–10+ years of relevant experience in counterparty credit risk, quantitative risk analysis, stress testing, or closely related capital markets risk functions.
• Strong understanding of derivatives exposure, securities financing transactions, counterparty risk measurement, and portfolio-level credit risk.
• Demonstrated experience executing stress-testing activities, interpreting stressed exposures, supporting scenario analysis, and contributing to regulatory stress-testing deliverables.
• Advanced knowledge of PFE, EPE, EAD, collateralization, netting structures, and model-generated exposure measurements.
• Ability to interpret complex datasets, identify meaningful exposure movements, challenge analytical results, and explain portfolio risk drivers.
• Advanced Microsoft Excel capabilities and familiarity with analytical programming or reporting tools.
• Strong understanding of regulatory expectations, documentation standards, model governance, analytical controls, and risk reporting.
• Ability to translate technical risk analysis into concise, meaningful recommendations for senior management and nontechnical audiences.
• Experience working with Risk, Finance, Quantitative Modeling, Technology, and capital markets business partners.
• Ability to own complex analytical deliverables, manage competing priorities, and influence stakeholders without direct management authority.
• Bachelor's degree in Finance, Economics, Mathematics, Engineering, or another quantitative discipline.

Nice To Haves

• Python experience.
• Data visualization experience.
• Master's degree.
• Chartered Financial Analyst (CFA) certification.
• Financial Risk Manager (FRM) certification.

Responsibilities

• Lead analytical activities supporting counterparty credit risk stress testing across derivatives and securities financing transaction portfolios.
• Evaluate portfolio behavior under adverse market conditions and identify exposure sensitivities, concentration risks, and emerging vulnerabilities.
• Support CCAR initiatives through exposure projections, analytical documentation, scenario interpretation, and regulatory reporting.
• Analyze PFE, EPE, and EAD, including stressed exposure metrics, to identify key risk drivers.
• Assess how collateral arrangements, netting agreements, market movements, and counterparty characteristics affect exposure profiles.
• Develop risk assessments and management presentations that communicate quantitative findings to senior leadership and risk committees.
• Monitor counterparty credit risk appetite measures, early-warning indicators, exposure thresholds, and potential breaches.
• Collaborate with quantitative modeling teams to evaluate model outputs, challenge assumptions, and assess methodology changes.
• Analyze wrong-way risk, counterparty concentrations, and stress-related vulnerabilities across industries, collateral categories, and trading portfolios.
• Enhance the quality, consistency, and governance of stress-testing methodologies, analytical documentation, and internal controls.
• Identify opportunities to improve reporting automation, data accuracy, analytical visualization, and operational efficiency.
• Partner with Finance, Enterprise Stress Testing, Market Risk, Technology, and trading stakeholders to align exposure analysis and regulatory deliverables.

Benefits

• Professional development and exposure to complex counterparty risk frameworks, advanced stress-testing analytics, and enterprise-wide regulatory initiatives.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior