VP, Enterprise Scenario Design Lead

Location: New York, NY

Work 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.