About the role

  • Director leading Counterparty Credit Risk Portfolio Analysis for SMBC Group, ensuring robust exposure governance and robust CCR risk management framework. Overseeing portfolio analysis, stress testing, and delivering actionable insights.

Responsibilities

  • Lead review of counterparty credit exposures across Derivatives and SFT
  • Oversee interpretation of PFE/EPE/Stressed Exposures
  • Partner with Sales & Trading to assess new transactions pre-execution
  • Lead CCR review for new products/business initiatives
  • Direct Quant/Model Development teams on CCR exposure model enhancements
  • Design, maintain, and monitor the CCR Risk Appetite framework
  • Lead CCR stress testing across Derivatives and SFT
  • Own CCR deliverables for CCAR
  • Deliver high-quality CCR materials for senior risk committees
  • Drive firmwide efforts to harmonize CCR processes
  • Lead and develop a high-performing CCR Portfolio Analysis team

Requirements

  • 12+ years of experience in Counterparty Credit Risk, or related risk discipline
  • Strong exposure to Derivatives and SFT
  • Experience with CCR stress testing, exposure interpretation, and CCR regulatory deliverables
  • Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or related quantitative field
  • Master’s degree or relevant certification (e.g., CFA, FRM) is a plus
  • Strong understanding of CCR exposure concepts (PFE, EPE, EAD) and collateral/netting structures
  • Familiarity with xVA and ability to interpret model-driven outputs
  • Proficiency with analytical tools such as Excel and data visualization tools

Benefits

  • Competitive portfolio of benefits

Job title

Counterparty Credit Risk Director

Job type

Experience level

Lead

Salary

$178,000 - $231,000 per year

Degree requirement

Bachelor's Degree

Location requirements

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