SVP​/Director - Market Risk Stress Testing

This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

$/yr - $/yr

A Global Investment Bank, who has been growing out their Market Risk function over the last couple of years, is looking to hire a SVP/Director level candidate to their Market Risk Stress Testing 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 8+ 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.

• 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

• Minimum 8+ 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 Rates, FX and Equities
• 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

Executive

Full‑time

Finance

Investment Banking

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