VP, Enterprise Scenario Design Lead
Location: New York, NYWork Type: Full Time- Hybrid (2 days on site)
We are partnered with a global financial institution searching for a Vice President within Enterprise Risk Management. Reporting to the Head of Stress Testing & Scenario Design, this role will lead enterprise scenario design supporting CCAR, capital adequacy, risk appetite, and strategic decision-making.
Key Responsibilities:
Develop macroeconomic forecasts and scenario narratives for CCAR, capital stress testing, and ad hoc stress exercises.
Partner with risk teams to align economic forecasts and market shocks across banking and trading portfolios.
Own scenario design policy and lead a working group with senior stakeholders across Risk, Finance, and Front Office.
Maintain enterprise scenarios, link them to material and emerging risks, and partner with Technology to build shared scenario capabilities.
Requirements:
10+ years of relevant experience in scenario design, stress testing, capital planning, economics, or quantitative analytics within a large financial institution. Proven experience developing macroeconomic scenarios for CCAR or enterprise stress testing, ideally at a Category III bank or GSIB.Strong knowledge of macroeconomic trends, banking and trading risks, and U.S. capital planning requirements. Strong stakeholder management skills and the ability to communicate complex scenarios to senior management and regulators.
