SMBC Group · 20 hours ago
Counterparty Credit Risk Director
New York, NY
Full-time
Hybrid
Lead/Staff, Director/Executive
$178K/yr - $231K/yr
12+ years expSMBC Group is a top-tier global financial group offering diverse financial services. They are seeking a Director to lead the Counterparty Credit Risk Portfolio Analysis function, responsible for delivering insights and managing CCR risk across Derivatives and Securities Financing Transactions.
AdviceBankingFinancial Services
Responsibilities
Lead review of counterparty credit exposures across Derivatives and SFT, including major counterparties, collateral trends, exposure movements, and concentration risks
Oversee interpretation of PFE/EPE/Stressed Exposures and exposure changes; provide clear explanation of drivers, limit triggers, and significant exposure shifts
Partner with Sales & Trading to assess new transactions pre‑execution, ensuring compliance with credit limits
Lead CCR review for new products/business initiatives, define exposure requirements, assess risk implications, and ensure readiness across systems/processes and
Direct Quant/Model Development teams on CCR exposure model enhancements and ensure methodology updates accurately reflect product features and risk drivers (interpretation/challenge role—not model building)
Design, maintain, and monitor the CCR Risk Appetite framework; oversee thresholds, triggers, escalation, and remediation routines
Lead CCR stress testing across Derivatives and SFT, including risk factor identification, scenario design, exposure behavior under stress, methodology improvements, and documentation
Own CCR deliverables for CCAR, ensuring high-quality analysis, documentation, and alignment with Finance and Enterprise Stress Testing
Deliver high-quality CCR materials for senior risk committees and executive forums, clearly articulating exposure trends and emerging risks
Drive firmwide efforts to harmonize CCR processes, frameworks, and standards across regions; influence global partners to ensure consistent practices
Lead and develop a high-performing CCR Portfolio Analysis team, fostering strong analytical rigor, governance discipline, and effective challenge
Enhance reporting, data quality, visualization tools, and automation to improve CCR transparency and operating efficiency
Qualification
Required
Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field
Minimum of 12+ years of experience in Counterparty Credit Risk, or a related risk discipline, with strong exposure to Derivatives and SFT
Experience with CCR stress testing, exposure interpretation, and CCR regulatory deliverables (e.g., SR 11-10, BCBS 588, CCAR)
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
Strong organizational and process discipline
Excellent verbal and written communication skills
Proven ability to lead and develop high-performing teams
Strong analytical and problem-solving skills
Strong control orientation, with experience establishing documentation standards, quality checks, escalation routines, and governance frameworks aligned to enterprise expectations
Ability to work collaboratively across Front Office, Finance, Market Risk, Quant/Model teams, and Technology
Self-starter with the ability to multi-task, prioritize, and maintain momentum in a fast-paced environment
Preferred
A master's degree or relevant certification (e.g., CFA, FRM)
Proficiency with analytical tools such as Excel and data visualization tools
Benefits
Annual discretionary incentive award
Competitive portfolio of benefits
Company
SMBC Group
SMBC Group is a top-tier global financial group.
10001+ employees
H1B Sponsorship
SMBC Group has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
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Trends of Total Sponsorships
2025 (160)
2024 (87)
2023 (73)
2022 (44)
2021 (29)
2020 (26)
Funding
Current Stage
Late StageLeadership Team
Hirofumi Otsuka
Senior Managing Executive Officer & CEO of Americas Division
Juan Kreutz
Head of Structured Finance Solutions and Deputy Head of the Americas
Recent News
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