VP, CCAR Stress Testing & Credit Risk

SMBC Group; New York (NY); Hybrid; USD 145,000 - 185,000; Full time

Benefits offered by this job

Hybrid work model

Annual discretionary incentive

Job summary

SMBC Group is seeking a Vice President, CCAR Credit Stress Testing, to lead wholesale credit stress testing for CCAR, DFAST and capital planning. You will coordinate with Credit Officers, Finance, Model Development, Model Risk Management, Technology, and the Front Office to deliver forecasts, governance, and decision-ready insights for senior management and risk committees.

The role requires strong wholesale credit risk expertise, hands-on CCAR experience, and leadership of analysts in a dynamic

Qualifications

• Six or more years of wholesale credit risk stress testing experience.
• Hands-on experience executing at least one CCAR submission.
• Experience with FR Y-14 reporting schedules and documentation is preferred.
• Strong knowledge of wholesale credit risk models and stressed loss estimation.

Responsibilities

• Own the end-to-end wholesale credit stress testing cycle and CCAR submission delivery including planning, data readiness, scenario implementation, model execution, results aggregation, review and challenge, documentation, governance approvals, regulatory schedules, and submission controls.
• Produce and analyze stressed credit loss across wholesale portfolios; explain movements, concentrations, scenario sensitivities, and key drivers to senior management.
• Partner with Finance, Credit Officers, Business Units, Model Development, Model Risk Management, and Technology to translate regulatory and business requirements into repeatable methodologies and timely deliverables.
• Review and challenge model performance, assumptions, overlays, and adjustments in partnership with model developers and validation teams.
• Maintain credit stress testing policies, standards, procedures, and risk appetite metrics aligned with U.S. regulatory guidance and SMBC frameworks.
• Drive enhancements to data pipelines, analytical tools, and reporting processes for accuracy, scalability, and turnaround time.
• Lead and coach junior teammates.

Skills

Advanced Excel

PowerPoint

SQL

Python

Communication

Project management

Problem solving

Stakeholder management

People leadership

Education

Bachelor’s degree in Finance, Economics, Statistics, Mathematics, Engineering, Computer Science

Master’s degree or CFA/FRM preferred

Tools

Python

Job description

SMBC Group is seeking a Vice President, CCAR Credit Stress Testing, to lead wholesale credit stress testing for CCAR, DFAST and capital planning. You will coordinate with Credit Officers, Finance, Model Development, Model Risk Management, Technology, and the Front Office to deliver forecasts, governance, and decision-ready insights for senior management and risk committees.

The role requires strong wholesale credit risk expertise, hands-on CCAR experience, and leadership of analysts in a dynamic