VP - Market Risk Stress Testing

Created at: December 06, 2025 00:59

Company: Selby Jennings

Location: New York, NY, 10001

Job Description:

A Global Investment Bank, who has been growing out their Market Risk function over the last couple of years, is looking to hire a VP level candidate on their Stress Testing and Capital Analysis team to primarily focus on the design, calculation, and analysis of stress testing scenarios. This individual will lead discussions on scenario design along with expansion and evaluation. They will implement any new stress testing scenarios that will align with market conditions along with expansion mode…


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