SMBC Group · 14 hours ago
Counterparty Credit Risk Vice President
New York, NY
Full-time
Hybrid
Mid, Senior Level
$135K/yr - $185K/yr
7+ years expSMBC Group is a top-tier global financial group, and they are seeking a Vice President to contribute to the Counterparty Credit Risk Portfolio Analysis team. The role focuses on leading stress testing and CCAR workstreams, ensuring robust methodologies and high-quality deliverables while collaborating with various internal teams.
AdviceBankingFinancial Services
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
Support ongoing monitoring of CCR Risk Appetite metrics, early‑warning indicators, threshold breaches, and counterparty‑level emerging risks
Prepare high‑quality 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 (interpretation/challenge role)
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 across stress‑testing and CCAR processes
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
Qualification
Required
Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field
7–10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing, with 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
Ability to mentor junior staff, promote analytical rigor, and contribute to continuous improvement within the Portfolio Analysis function
Preferred
Master's degree or professional certifications (e.g., CFA, FRM) are a plus
Benefits
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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