VP, Stress Testing and Capital Analysis

Americas Risk Management unit is seeking a highly skilled and experienced individual to join our Stress Testing and Capital Analysis team as a Vice President. The team is responsible for designing, calculating, and analyzing stress testing scenarios and results across financial exposures that contribute to the firm's capital usage.

Requirements

• Bachelor's degree in a quantitative field such as Financial Engineering, Mathematics, or another relevant science
• 5+ years of experience in Market Risk and/or Stress Testing within a large institutional bank
• Proficiency in data mining/gathering, quantitative modeling, statistical analysis, and stress testing methodologies
• Strong knowledge of cash and derivative products within fixed income and equity asset classes
• Proficiency in using programming languages and tools such as R, Python, SQL, VBA, Power BI for statistical and econometric analysis
• Ability to leverage AI tools for improving models and processes
• Strong project management and process management capabilities
• Effective communication skills: oral, written, listening, and presentation

Benefits

• Medical
• Dental
• 401K plans