Scenario Design/Risk Identification – CCAR

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Our client, a large global bank is looking to add two experienced CCAR professionals with Scenario Design and/or Risk Identification experience to help them address to Fed mandates.


  • Develop the framework regarding to the CCAR program.
  • Stay up to date on current economic market trends to design stress scenarios reflecting the firm’s position in the market.
  • Facilitate the creation and execution of the risk process, including identification and documentation for the CCAR submission.
  • Design the internal controls of the CCAR plan related to stress testing of trading desk, credit, liquidity, counterparty, operational, and legal risks.
  • Verify that the CCAR results conform to the policies in place and make any necessary changes to uphold the requirements of the plan.
  • Advise the Head of Risk on the quality of the design, control, and documentation.
  • Continue to test significant controls to provide feedback on the operational efficiency.


  • Bachelor’s degree in accounting or finance.
  • 3+ years’ experience of risk management in a financial institution or regulatory agency.
  • CCAR experience required.
  • Experience in Stress testing or scenario Design.
  • Superb understanding of risk measurement frameworks across risk types such as market, credit and operation risks with experience in VaR, Stressed VaR, and IRC.
  • Excellent knowledge of capital concepts such as Risk-weighted assets (RWA), available capital, capital deductions and balance sheet concepts.
  • Strong Microsoft office skills.
  • Detail oriented with analytical and strategic mind set to implement risk management models.