Job Information
SMBC Senior Risk Management Specialist in White Plains, New York
Overview
SMBC is seeking a seasoned Market Risk management professional that supports the Market Risk control environment by providing holistic and comprehensive risk analysis. The candidate is expected to support a wide range of market portfolio including debt instruments, fixed income derivatives and FX products. The candidate will have great potential for growth given that this is a new group formed recently.
Responsibilities
Participates in and maintains the Risk environment to reflect internal policies, meet regulatory requirements and supports Head Office approved risk structure.
Provides thorough analysis of current market environment and its corresponding impact on our market portfolio
Conducts timely and accurate day-to-day market risk review and reporting, and ensures control procedures and processes are followed
Provides guidance on Basel Capital rules and assists in implementation of FRTB framework
Preparation and running of VaR model for daily VaR calculation. Providing analysis on the VaR results based on risk move and market moves
Provide guidance and support capital calculation for market risk
Improve daily reporting process to increase efficiency and develop better MIS tools
Drafts policies and procedures as required.
Ensures business continuity under all conditions, sometimes adverse, with strict adherence to established guidelines and deadlines.
Develop and validate new market risk models as necessary
Qualifications
Strong knowledge in credit products including generic bonds, MBS, ABS.
Strong knowledge in debt instruments as well as fx products
Strong knowledge in introducing new products and analysis inherent risk
Good understanding of capital calculation methodology
Good understanding of VaR models for derivatives and cash products
Experience in developing MIS tools using powerBI, cognos and python is a plus
Ability to develop and maintain working relationships with business units, model developers and validators.
Good project management skills; problem solving abilities; understands complex situations, people and systems against a backdrop of managing a risk environment.
Good written and oral communication; ability to explain complex quantitatively based technical matters clearly accurately and concisely.
Securities business exposure is a plus
Job Locations US-NY-White Plains
Posting Date 4 months ago (3/7/2022 10:54 AM)
Career Category Risk Management
iCIMS ID 2021-11169
Corporate Title VP
Type Fulltime-Regular (Exempt/Non-Exempt)
SMBC is an EO employer – M/F/Veteran/Disability
SMBC
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