Madison-Davis, LLC · 1 day ago
Director Market Risk Stress Testing
NYC Metro Area
Full-time
Hybrid
Director/Executive
$170K/yr - $225K/yrMadison-Davis, LLC is expanding their Stress Testing & Capital Analytics group and seeking a Director to drive the development and execution of a firmwide stress testing program. This role combines deep technical responsibility with enterprise-level influence, working across trading, risk, and model governance teams to ensure robust and integrated stress testing and capital planning processes.
Human ResourcesInformation TechnologyStaffing Agency
Responsibilities
Lead the development and execution of a comprehensive, firmwide stress testing program , ensuring alignment with regulatory requirements, internal risk appetite, and emerging market trends
Design, calibrate, and enhance enterprise stress scenarios across multiple asset classes; integrate these into both regulatory and internal stress frameworks
Expand scenario methodologies and ensure accuracy and consistency of capital-impact outputs across all business units and risk types
Oversee implementation, validation, and integration of stress tests within internal platforms; collaborate with risk managers, technology teams, and model owners for seamless execution
Produce clear, actionable stress test results and documentation, communicating key risk drivers, portfolio sensitivities, and capital impacts to senior stakeholders
Support annual capital planning and risk appetite processes through stress loss estimation, RWA forecasting, and preparation of regulatory submissions
Develop analytical tools and lead technology initiatives aimed at improving the transparency, scalability, and efficiency of the stress testing program
Maintain and enhance policies, standards, and documentation governing stress testing, preparing materials for working groups, governance committees, and regulatory reviews
Serve as model owner for designated stress testing models, ensuring compliance with independent model risk, validation requirements, and firmwide governance standards
Qualification
Required
Deep technical responsibility in stress testing and capital analytics
Experience in developing and executing firmwide stress testing programs
Strong understanding of regulatory requirements and internal risk appetite
Ability to design, calibrate, and enhance enterprise stress scenarios across multiple asset classes
Experience in integrating stress scenarios into regulatory and internal stress frameworks
Proven track record in expanding scenario methodologies and ensuring accuracy and consistency of capital-impact outputs
Experience overseeing implementation, validation, and integration of stress tests within internal platforms
Ability to collaborate with risk managers, technology teams, and model owners for seamless execution
Strong communication skills to produce clear, actionable stress test results and documentation
Experience in supporting annual capital planning and risk appetite processes
Ability to develop analytical tools and lead technology initiatives for stress testing
Experience in maintaining and enhancing policies, standards, and documentation governing stress testing
Experience preparing materials for working groups, governance committees, and regulatory reviews
Experience serving as model owner for designated stress testing models
Benefits
Discretionary bonus
Company
Madison-Davis, LLC
Madison-Davis is a staffing and recruiting company offering financial services.
Founded in 1982
51-200 employees
H1B Sponsorship
Madison-Davis, LLC has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (22)
2024 (15)
2023 (8)
2022 (3)
2021 (1)
Funding
Current Stage
Growth StageLeadership Team
I
Ian Stewart
Founder and Advisor
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