Risk Data Steward
4 weeks ago
The Risk Data Steward for Market Risk will play a critical role in implementing the organization's data governance strategy by advocating for solutions aligned to our data principles, policies, and standards. This individual will educate key stakeholders within Risk Management/Market Risk on the purpose and value of data governance and the importance of data quality.
The successful candidate will partner with Risk Management Americas Division Market Risk experts to identify key data elements, historical data, data proxies, and gaps. They will analyze the end-to-end process for market and regulatory reporting to clearly articulate inefficiencies, inaccuracies, data quality, and control issues.
The Risk Data Steward will drive improvements in the quality of information used in regulatory filings in the U.S., market risk capital management, VaR/SVaR calculations, capital models, back testing, and metric calculations. They will also be responsible for documentation and maintenance of meta data related to Finance Processes data.
The ideal candidate will possess a deep and wide background exposure in market risk, products (trading book), and market risk data. They will have experience in data governance tools such as Collibra and a broad understanding of current regulatory environment covering BCBS 239, Part 30, and other regulatory requirements related to data.
The Risk Data Steward will lead efforts to perform root cause analysis of identified issues and map out tactical and strategic solutions for process and control improvement. They will also oversee the implementation of solutions and ensure that all stakeholders across all risk stripes implement and adhere to SMBC's Data Management Policies.
Key Responsibilities:
- Advocate for solutions aligned to SMBC's data principles, policies, and standards
- Educate key stakeholders within Risk Management/Market Risk on data governance and data quality
- Partner with Risk Management Americas Division Market Risk experts to identify key data elements and analyze the end-to-end process for market and regulatory reporting
- Drive improvements in the quality of information used in regulatory filings
- Document and maintain meta data related to Finance Processes data
- Lead efforts to perform root cause analysis and map out tactical and strategic solutions for process and control improvement
Requirements:
- BS/ Master's degree in Finance, Financial Engineering, Quantitative Finance, Economics, or Computer Science
- 5-7 years of experience in program data governance, risk management functions, market risk, regulatory reporting, product control
- Basic experience in a programming/scripting/data query language (e.g., Python, VBScript, SQL)
- Experience in data governance tools such as Collibra
- Broad understanding of current regulatory environment covering BCBS 239, Part 30, and other regulatory requirements related to data
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