Liquidity Risk Associate creating risk models leveraging commercial and consumer data for SMBC Group. Establishing thresholds, analyzing outcomes, and reporting on risk across business units.
Responsibilities
Create risk models leveraging existing bureau, commercial and consumer data
Establish thresholds, at-risk levels, and exposure limits by product and business
Analyze outcomes and tune models
Prepare periodic reporting to analyze outcomes and tune models
Requirements
Recommended years of experience: 3
Fundamental understanding of financial markets and economics
Solid modeling skills
Basic understanding of information technology and project management
Rudimentary understanding of risk management systems across the organization
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