Director, CCR Stress Testing & CCAR Reporting
A leading financial institution is seeking a senior risk professional to oversee Counterparty Credit Risk stress testing and regulatory reporting. This role will partner across Risk, Finance, Quantitative Analytics, and Front Office teams to support the measurement, monitoring, and reporting of counterparty exposures while ensuring compliance with regulatory stress testing and reporting requirements.
Responsibilities
- Lead Counterparty Credit Risk stress testing activities, including analysis of derivatives, securities financing transactions, Potential Future Exposure, and stressed exposure metrics.
- Oversee end-to-end regulatory reporting related to counterparty credit risk, including FR Y-14 Counterparty reporting and associated governance frameworks.
- Manage data validations, reconciliations, controls, and issue remediation to ensure reporting accuracy and regulatory compliance.
- Support regulatory examinations, audits, and senior management reporting related to stress testing and counterparty risk.
- Communicate complex risk analytics and exposure trends to key stakeholders across Risk, Finance, and the business.
Qualifications
- 10+ years of experience in Counterparty Credit Risk, Stress Testing, CCAR, FR Y-14 Reporting, Capital Planning, or a related risk function
- Strong understanding of derivatives, securities financing transactions, counterparty exposure methodologies, and stress testing frameworks
- Experience with regulatory reporting, reporting controls, attestations, reconciliations, and risk governance processes
- Strong analytical, quantitative, and stakeholder management skills within a banking environment
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