About the role

  • Vice President, Portfolio Analysis in Counterparty Credit Risk driving Stress Testing and CCAR workstreams at SMBC Group. Analyzing exposures and preparing reports for senior management and risk committees.

Responsibilities

  • Lead CCR stress‑testing activities across Derivatives and SFT portfolios, including scenario design, exposure behavior analysis, driver interpretation, and identification of stress vulnerabilities
  • Support CCR-related CCAR deliverables, including exposure projections, documentation, narratives, and coordination with Finance and Enterprise Stress Testing
  • Analyze and interpret PFE/EPE/EAD (including stressed exposures), explaining key exposure movements, concentration risks, and drivers of change
  • Prepare high‑quality stress‑testing and CCAR reports for senior management and risk committees, summarizing exposure trends and scenario impacts

Requirements

  • 7–10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing
  • 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
  • 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)

Benefits

  • Annual discretionary incentive award
  • Competitive portfolio of benefits to its employees

Job title

Counterparty Credit Risk Vice President

Job type

Experience level

Lead

Salary

$135,000 - $185,000 per year

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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