Director, Dynamic Stress Testing

BNY

New York, NY

On-site

Who this role is best for

Aimed at senior risk professionals with cross-functional leadership experience who can synthesize complex models into strategic insights.

Best fit for

Candidates with senior leadership experience in stress testing and cross-functional collaboration
— “Experience leading cross-functional initiatives in a complex, matrixed organization”
Individuals who have translated quantitative analysis into business-relevant insights for senior stakeholders
— “Ability to translate analytics into business-relevant insight”
Professionals with a background in Treasury and macroeconomic scenario development
— “Meaningful experience in Treasury or in roles requiring close partnership with Treasury”

Things to consider

The role demands a high level of analytical judgment and the ability to challenge models and assumptions
— “Demonstrated ability to assess and challenge modelling assumptions, methodologies, and outputs”
Candidates must be prepared to engage with senior management and governance audiences regularly
— “Synthesize quantitative analysis and qualitative judgment into clear, actionable insights for senior management and governance audiences”

How to stand out

Highlight experience in integrating diverse risk inputs into a unified stress testing framework
— “Partner with credit risk, loss modelling, treasury, economic forecasting, and country risk stakeholders”
Emphasize leadership in challenging and refining loss modelling methodologies
— “Challenge and evaluate core elements of loss modelling methodologies”
Showcase expertise in macroeconomic scenario design and its impact on stress testing outcomes
— “Work with economic forecasting teams to refine macroeconomic scenarios”
Demonstrate ability to align key assumptions across risk disciplines and workstreams
— “Identify interdependencies across workstreams and ensure alignment of key assumptions”
Position yourself as a strategic advisor with a focus on framework evolution and emerging risks
— “Serve as a senior thought partner to the Head of Dynamic Stress Testing on strategic direction”

Pace · SteadyCollaboration · HighAutonomy · HighDecision Impact · Company

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

Led end-to-end delivery of dynamic stress testing
Integrated key inputs into a cohesive stress testing framework
Synthesized quantitative analysis into clear insights

Typical background

Experience in stress testingBackground in risk management

Skills & requirements

Required

Stress TestingRisk ModellingEconomic ForecastingLoss ModellingScenario Design

Preferred

Enterprise Risk ManagementRegulatory Compliance

Stack & domain

Dynamic Stress TestingRisk ModellingEconomic ForecastingTreasuryCountry RiskScenario DesignLoss ModellingBalance Sheet ManagementCapital ConsiderationsMacroeconomic DriversQuantitative Risk DisciplinesFinancial ControlForecastingBudgetingAnalysis Of Financial MetricsManagement ReportingReporting CapabilitiesAdvising CfosProfitabilityEfficienciesVariance AnalysisAutomationProcess ImprovementExecutive-level PresentationsFinancial AnalysisStrategic InsightsKey MetricsData Quality InitiativesFuture NeedsPerformance MetricsExecutive SummariesPresentationsPerformance ReportingAd Hoc ReportingSpecial ProjectsTime ManagementPrioritization SkillsPressureTight DeadlinesLarge Data SetsConclusionsLeadershipTeam ManagementInnovativeCuriousProblem SolvingAttention To DetailCommunicationCollaborationChallenging PeersRespected PartnerMotivatedSelf-startersExcellent Time ManagementThriving Under PressureAnalyticalFinanceRisk Management

About the role

Original posting from BNY

The Director, Dynamic Stress Testing will play a critical leadership role in shaping and delivering BNY’s dynamic stress testing framework across multiple risk disciplines. This individual will work closely with risk modelling, economic forecasting, treasury, and country risk teams to develop and challenge scenarios, assess key assumptions, and evaluate core components of loss modelling. The role requires strong analytical judgment, enterprise leadership, and the ability to connect complex modelling outputs to business implications, strategic decision-making, and senior management dialogue.
This is a highly visible role for a leader who can bring together diverse perspectives across risk and treasury, challenge conventional thinking, and help ensure stress testing outputs are robust, credible, and decision-useful.
Key Responsibilities
Lead the end-to-end delivery of dynamic stress testing across multiple risk and treasury workstreams, ensuring consistency, rigor, and high-quality execution.
Partner with credit risk, loss modelling, treasury, economic forecasting, and country risk stakeholders to integrate key inputs into a cohesive stress testing framework.
Challenge and evaluate core elements of loss modelling methodologies, assumptions, and outputs used in stress testing.
Collaborate with treasury partners to incorporate funding, liquidity, balance sheet, and capital considerations into scenario design and stress testing interpretation.
Work with economic forecasting teams to refine macroeconomic scenarios, narratives, and assumptions that inform portfolio and enterprise stress outcomes.
Partner with country risk teams to incorporate geopolitical, sovereign, and regional considerations into scenario development and results assessment.
Identify interdependencies across workstreams and ensure alignment of key assumptions, methodologies, and outputs.
Drive thoughtful review and credible challenge of stress testing results, including interpretation of impacts, limitations, and areas of uncertainty.
Synthesize quantitative analysis and qualitative judgment into clear, actionable insights for senior management and governance audiences.
Contribute to the ongoing enhancement of stress testing methodologies, governance standards, and decision-support frameworks.
Serve as a senior thought partner to the Head of Dynamic Stress Testing on strategic direction, emerging risks, and framework evolution.
Required Qualifications
Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Risk Management, or a related discipline; advanced degree preferred.
Significant experience in stress testing, treasury, risk management, credit loss modelling, portfolio analytics, balance sheet management, or related quantitative risk disciplines.
Strong understanding of stress testing frameworks, scenario design, macroeconomic drivers, and loss modelling concepts.
Meaningful experience in Treasury or in roles requiring close partnership with Treasury, with strong understanding of balance sheet, liquidity, funding, and capital considerations.
Demonstrated ability to assess and challenge modelling assumptions, methodologies, and outputs with sound analytical judgment.
Experience leading cross-functional initiatives in a complex, matrixed organization.
Strong executive presence and the ability to communicate complex quantitative topics clearly to senior stakeholders.
Excellent written and verbal communication skills, with the ability to translate analytics into business-relevant insight.
Preferred Qualifications
Experience in enterprise stress testing, regulatory stress testing, capital planning, balance sheet forecasting, or recovery and resolution analysis.
Familiarity with country risk, sovereign risk, or macroeconomic scenario development.
Experience presenting to senior risk leadership, treasury leadership, or governance committees.
Strong knowledge of risk modelling frameworks, controls, and governance expectations.

Source: BNY careers