Capital Risk Calculation Analysis and Reporting Specialist

SMBC Group; New York (NY); Hybrid; USD 143,000 - 180,000; Full time

Job summary

An established industry player is seeking a Capital Risk Calculation Analysis and Reporting Specialist to join their dynamic team. This role offers the opportunity to engage in critical market risk analysis, ensuring compliance with U.S. and Japanese regulations. You will leverage your expertise in financial products and risk management to produce accurate FRTB-SA results and enhance reporting processes. This position not only promises career growth but also the chance to work with seasoned professionals in a collaborative environment. If you are passionate about market risk and looking to make a significant impact, this role is perfect for you.

Benefits

Competitive benefits portfolio

Flexible work schedule

Work from home options

Career growth opportunities

Qualifications

• 7+ years of experience in Market Risk analysis required.
• Deep understanding of Basel 2.5 and Basel III regulatory requirements.

Responsibilities

• Produces FRTB-SA results monthly for regulatory compliance.
• Provides detailed analysis of month-over-month changes in FRTB reporting.

Skills

Market Risk Analysis

SQL

Python

R

C++

VBA

Analytical Skills

Communication Skills

Education

Bachelor's Degree in Finance

Bachelor's Degree in Business Administration

Tools

Microsoft SQL

MySQL

Oracle

PowerBi

PowerPoint

Job description

Capital Risk Calculation Analysis and Reporting Specialist

Join to apply for the Capital Risk Calculation Analysis and Reporting Specialist role at SMBC Group

Capital Risk Calculation Analysis and Reporting Specialist

Join to apply for the Capital Risk Calculation Analysis and Reporting Specialist role at SMBC Group

SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG’s shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.

In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization’s extensive global network. The Group’s operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.

The anticipated salary range for this role is between $143,000.00 and $180,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.

Role Description

Department Americas Division (RMDAD). The VP is responsible for producing SMBC’s FRTB-SA calculation results to comply with Japan / U.S. regulatory requirements and providing detailed analysis explaining results. The scope of reporting for these teams is primarily SMBC’s Combined U.S. Operations (CUSO), however some reporting for other SMBC affiliates, including Head Office in Tokyo, are also in scope. This role reports to the Team Lead of ‘Capital Risk Calculation Analysis & Reporting’ and will have the opportunity to learn under seasoned Market Risk professionals. The VP has a solid understanding of Market Risk fundamentals, financial products and their associated risks, and a expertise of Basel 2.5 and Basel 3 regulatory requirements. This role is on a growing team and offers excellent career opportunities.

Role Responsibilities

• Produces FRTB-SA results monthly to comply with Japanese and U.S. regulatory requirements while ensuring timeliness, completeness, and accuracy
• Provides detailed analysis explaining month-over-month changes in FRTB reporting results
• Drives enhancements for FRTB-SA data aggregation and reporting processes
• Supports preparation of risk committee meeting materials to internal stakeholders and regulators
• Provides regular status updates to Team Lead and escalates issues timely, as necessary
• Ensures compliance with Market Risk reporting documents
  
  

Qualifications And Skills

• Recommended years of experience: 7
• Bachelor’s degree, preferably in finance, business administration, or related field
• Prior experience in a Market Risk analysis and monitoring role
• Preferred: Understanding of programming language including, SQL, Python, R, C++
• Deep understanding of Market Risk regulatory requirements for Basel 2.5 and Basel III, including CVA
• Familiarity with commonly used databases for data aggregation, such as Microsoft SQL, MySQL, and Oracle
• Proficient in VBA and visualization tools such as PowerBi and Powerpoint
• Basic understanding of financial products and their risks; including, but not limited to, interest rate swaps, swaptions, caps/floors, corporate bonds, CDS, and Treasuries
• Strong analytical skills to identify and rectify reporting and monitoring issues effectively
• Ability to communicate appropriately at every level of the organization, including risk peers, business partners, and technology teams
• Team player that demonstrates and promotes a positive team culture
  
  

SMBC’s employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at [e-mail].

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research, Analyst, and Information Technology

• Industries

  Banking, Financial Services, and IT Services and IT Consulting

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