VP - Market Risk Stress Testing (New York)

A Global Investment Bank, who has been growing out their Market Risk function over the last couple of years, is looking to hire a VP level candidate on their Stress Testing and Capital Analysis team to primarily focus on the design, calculation, and analysis of stress testing scenarios. This individual will lead discussions on scenario design along with expansion and evaluation. They will implement any new stress testing scenarios that will align with market conditions along with expansion models on CCAR. The firm is targeting individuals with 5+ years of experience in Market Risk and/or Stress Testing. This firm is known for having some of the best culture and work life balance on the street and prides itself on maintaining these standards. Role Objectives Scenario Design, Expansion and Evaluation Stress Testing production providing insights into risk drivers Perform capital impact analysis across the bank's entities Maintain the models owned by the Stress Testing team Periodically update Stress Testing policies and standards

Qualifications and Skills Minimum 5+ years of experience in Market Risk and/or Stress Testing at a bank Master's degree in Mathematics, Statistics, or a related field. Strong knowledge of derivatives products within FX and Equity Familiarity with regulatory requirements related to stress testing, including DFAST, CCAR, Basel III, and FRTB Excellent analytical, problem-solving and communication skills. Proficiency in statistical programming languages