VP, Counterparty Risk Analytics & Modeling (Hybrid)

SMBC Group; New York (NY); Hybrid; USD 138,000 - 185,000; Full time

Benefits offered by this job

Competitive benefits package

Annual discretionary incentive award

Job summary

SMBC Group is seeking a Vice President for the Counterparty Credit Risk (CCR) Analytics team in New York. This role will lead the development of CCR models and enhance data quality controls. The ideal candidate will have a strong quantitative background, with significant experience in CCR and market risk modeling.

Offering a salary between $138,000 and $185,000, this position also supports a hybrid work model. Join our team to influence risk modeling and collaborate across multiple teams.

Qualifications

• 7+ years of experience in counterparty credit risk or market risk modeling.
• Proven model development experience with CCR, XVA, VaR, or stress testing.
• Strong understanding of CCR concepts and regulatory requirements.

Responsibilities

• Lead development and enhancement of CCR models.
• Drive CCR modeling requirements and collaborate with Risk IT.
• Perform model calibration and ongoing monitoring activities.

Skills

Counterparty credit risk modeling

Quantitative analysis

Statistical programming (Python, SQL)

Capital markets knowledge

Project management skills

Education

PhD or Master’s degree in Financial Engineering, Mathematics, or Statistics

Tools

Power BI

Job description

SMBC Group is seeking a Vice President for the Counterparty Credit Risk (CCR) Analytics team in New York. This role will lead the development of CCR models and enhance data quality controls. The ideal candidate will have a strong quantitative background, with significant experience in CCR and market risk modeling.

Offering a salary between $138,000 and $185,000, this position also supports a hybrid work model. Join our team to influence risk modeling and collaborate across multiple teams.