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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

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