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SMBC Group · 10 hours ago

Market Risk Stressed RWA Modelling

New York, NY

Full-time

Hybrid

Senior Level

$155K/yr - $195K/yr

5+ years exp

SMBC Group is a top-tier global financial group offering a diverse range of financial services. The Vice President will lead and develop CCAR market risk RWA models, ensuring compliance with regulatory requirements while collaborating with various stakeholders to drive deliverables and priorities.

AdviceBankingFinancial Services

H1B Sponsor Likely

Responsibilities

Lead the development of CCAR market risk RWA framework to provide coverage for current and future regulatory changes

Develop business requirements for capital calculations, analytics and reporting on behalf of the team

Work closely with risk technology and data team to implement the models

Build strong relationships with various stakeholders, including market risk managers, trading desks and finance to drive team’s deliverables and priorities

Ensure compliance with regulatory requirements and industry best practices related to market risk capital calculation

Coordinate with Model Risk and Validation to resolve model risk findings and ensure models meet regulatory standards

Qualification

Market risk modellingRegulatory complianceStatistical programmingFinancial products knowledgeStress testing frameworkAnalytical skillsCommunication skillsProblem-solving skillsCollaboration skills

Required

Bachelor's degree in finance, statistics, mathematics, or a related field is required

Minimum of 5 years of experience in market risk modelling including VaR/SVaR, stress testing and risk sensitivities

Strong knowledge of market risk concepts, stress testing framework, and regulatory requirements (e.g. Basel 2.5, Basel III)

Proven track record of developing regulatory-compliant market risk RWA models and related analytics

Strong knowledge of financial products, derivatives, and market risk factors

Excellent communication, analytical and problem-solving skills

Ability to work collaboratively with cross-functional teams and build effective relationships with stakeholders

Proficiency in statistical programming languages (e.g. Python, SQL)

Preferred

Advanced degree (MS or PhD) is highly desirable

Benefits

Competitive portfolio of benefits

Company

SMBC Group

Glassdoor3.5

SMBC Group is a top-tier global financial group.

Founded in 1590

New York, New York, USA

10001+ employees

https://www.smbcgroup.com/americas

H1B Sponsorship

SMBC Group 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)

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