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About the Role
The Associate will be a key contributor to the Counterparty Credit Risk (CCR) Portfolio Analysis team, focusing on modeling new products, implementing products with the risk modeling team, and developing stress testing scenarios. The role involves ongoing counterparty surveillance, risk exposure monitoring, ad-hoc analysis, and close collaboration with front office teams to estimate exposures.
Responsibilities
- Analyze and interpret PFE/EPE/EAD, including stressed exposures, and explain key exposure movements, concentration risks, and drivers of change.
- Validate exposures for any limit triggers and credit limit breaches.
- Support ongoing monitoring of CCR Risk Appetite metrics, early-warning indicators, threshold breaches, and counterparty-level emerging risks.
- Prepare stress-testing and CCAR reports for senior management and risk committees, summarizing exposure trends and scenario impacts.
- Partner with Quant/Model Development to review exposure model behavior under stress and assess methodology updates.
- Evaluate stressed wrong-way risk indicators and support concentration analysis across sectors, collateral types, and counterparties.
- Strengthen documentation quality, review routines, assumptions, and governance standards.
- Improve data accuracy, reporting automation, visualization capabilities, and overall stress-testing workflow efficiency.
- Work closely with Front Office, Market Risk, Finance, Enterprise Stress Testing, Quant teams, and Technology to ensure consistent and complete representation of CCR stress exposures.
- Contribute to continuous improvement within the Portfolio Analysis function.
Requirements
- 4+ years of relevant experience in Counterparty Credit Risk, Market Risk, or Stress Testing.
- Strong familiarity in derivatives and SFT exposure analytics.
- Direct experience executing stress-testing frameworks (e.g., CCAR), including scenario design, exposure projection, and result interpretation.
- Strong understanding of PFE, EPE, EAD, collateral and netting structures, and model-driven exposure outputs.
- Proficiency with Excel and comfort with analytical tools (e.g., Python, visualization platforms).
- Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge.
- Strong written and verbal ability to present complex risk analytics clearly to senior management and non-technical stakeholders.
- Demonstrated discipline in documentation, review controls, stress-testing governance, and adherence to regulatory expectations.
- Proven success working cross-functionally with Front Office, Risk, Finance, Quant, and Technology teams.
Skills
- Counterparty Credit Risk
- Market Risk
- Stress Testing
- Derivatives
- SFT exposure analytics
- CCAR
- PFE
- EPE
- EAD
- Collateral
- Netting structures
- Excel
- Python
- Data visualization
- Risk analytics
- Documentation
- Regulatory expectations
Location
- US
Work Type
- Hybrid
Experience Level
- Associate
- 4+ years
Education Level
- Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field
- Master’s degree or professional certifications (e.g., CFA, FRM) are a plus
Salary/Compensations
- $84,000.00 - $135,000.00
- May be eligible for an annual discretionary incentive award.
Benefits
- Competitive portfolio of benefits
About the Company
- SMBC Group is a top-tier global financial group headquartered in Tokyo with a 400-year history.
- Offers a diverse range of financial services including banking, leasing, securities, credit cards, and consumer finance.
- Has over 130 offices and 80,000 employees worldwide in nearly 40 countries.
- Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, one of the three largest banking groups in Japan.
- SMFG’s shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.
- In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru.
- Offers commercial and investment banking services to corporate, institutional, and municipal clients in the Americas.
- Connects a diverse client base to local markets and the organization’s extensive global network.
Equal Opportunity
- SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law.
- If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.