Director, CCR Stress Testing Product Management & CCAR Reporting

Role Description

The Director, CCR Stress Testing Product Management & CCAR Reporting will be responsible for product ownership and strategic direction of the CCR stress testing application supporting CCAR and BAU stress testing. The role will also oversee the end-to-end CCAR FR Y-14 Counterparty reporting framework, including implementation, reporting controls, and the accurate and timely submission of regulatory reports.
The successful candidate will demonstrate strong quantitative and analytical skills, the ability to interpret exposure model outputs, and the ability to translate complex risk analytics into clear, actionable insights for senior management and committees. The role will work closely with Counterparty Credit Risk, Enterprise Stress Testing, Finance, Market Risk, Model Development team, and Front Office stakeholders to ensure alignment across stress testing, risk management, and regulatory reporting.

Role Responsibilities

CCR Stress Testing Product Management
• Own the product strategy, roadmap, and prioritization for the CCR stress testing application supporting BAU stress testing and CCAR.
• Apply strong knowledge of CCR products, including Securities Financing Transactions (SFTs) and Derivatives, and key CCR metrics such as PFE, Stressed Exposure, and their drivers.
• Partner with CCR stakeholders, Model Development team and Technology to define business requirements, oversee solution design, and drive delivery of a scalable application.
• Own the continuous improvement agenda for stress testing processes, data quality, and application capabilities.
• Ensure application enhancements align with CCR business needs, regulatory expectations, and the broader technology strategy.
• Oversee delivery progress, manage dependencies and risks, and ensure solutions meet agreed requirements and timelines.

CCAR Reporting
• Own the end-to-end CCAR FR Y-14 Counterparty Schedule reporting process, ensuring accurate, complete, and timely submissions.
• Review and attest to the accuracy and completeness of all measures and exposures included in the schedule.
• Lead the implementation and integration of FR Y-14 Counterparty Schedule requirements, coordinating with Risk, Finance, and Technology teams to deliver reporting capabilities.
• Own the reporting framework, including data reconciliations, validation controls, governance, and stakeholder attestations.
• Manage reporting issues and exceptions, drive root-cause analysis, and coordinate remediation with relevant stakeholders.
• Maintain reporting documentation and support regulatory inquiries, internal reviews, and audits related to the FR Y-14 Counterparty Schedule.

Qualifications and Skills

• Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related field; Master’s degree or professional certifications is a plus.
• 10+ years of experience in Counterparty Credit Risk (CCR) and Stress Testing
• Strong knowledge of CCR products, including derivatives and Securities Financing Transactions (SFT), and exposure metrics such as PFE and stressed exposure.
• Hands-on experience with CCAR and FR Y-14 Counterparty Schedule reporting, including reporting frameworks, reconciliations, controls, and attestations.
• Proven experience in product ownership, business requirements, roadmap development, and delivery of risk technology applications.
• Strong quantitative and analytical skills, with the ability to interpret exposure model outputs and communicate complex risk analytics to senior management.
• Excellent stakeholder management and communication skills, with experience partnering across Risk, Finance, Technology, Model Development, and Front Office teams.