VP Counterparty Risk Governance

A Global Investment Bank, who has recently been growing out their Counter party Risk team over the last couple of years, is looking to hire a VP level candidate on their Counter party Risk Governance team to primarily focus on the team's CCR frameworks and regulatory expectations for the region.

This individual will lead development and enhancement of CCR policies as well as representing the group in CCAR and broader stress testing governance activities. This is a growing team that offers high visibility and the ability to be flexible and grow from within.

• Lead strategic initiatives to enhance and align the firm's Counter party Credit Risk (CCR) framework across regions, ensuring consistency in limit setting, collateral standards, governance practices, and escalation protocols in accordance with regulatory expectations.
• Drive the implementation of new products and business initiatives by developing robust CCR controls, governance processes, and system enhancements while coordinating across key stakeholder groups.
• Oversee the development and maintenance of CCR policies, standards, and procedures, ensuring effective communication, training, and consistent application across the organization.
• Monitor counter party risk limits, risk appetite metrics, and exposure indicators, identifying limit breaches, emerging risks, and coordinating remediation efforts with business and risk partners.
• Enhance CCR reporting, controls, and operational effectiveness through process improvements, data analytics, and AI-enabled solutions while supporting regulatory examinations, audits, and senior management governance activities.

• 4-10+ years of experience in Counter party Credit Risk Management or Analytics team
• Bachelor's degree in Finance, Mathematics, Engineering, Statistics, or a related quantitative discipline;
  Master's degree and/or CFA or FRM certification preferred.
• Strong knowledge of Counter party Credit Risk, capital markets, derivatives products, and key CCR metrics including PFE, EPE, XVA, along with familiarity with ISDA and CSA documentation.
• Experience developing and implementing risk management frameworks, policies, procedures, governance standards, and control environments within large financial institutions.
• Advanced analytical, communication, and presentation skills, with the ability to translate complex risk concepts into clear executive-level materials for senior management, regulators, and auditors.
• Proficiency in Power BI, Excel, and data analytics tools, with an understanding of AI-enabled technologies and their application to risk monitoring, reporting, and process optimization.