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Market Risk Management Associate
3 weeks ago
SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.
In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.
The anticipated salary range for this role is between $95,000.00 and $150, The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.
Role DescriptionUsing a number of modeling techniques and data structures, project the potential interest rate risk on short-term earnings and longer term equity and economic value at risk. Monitor potential loss across different types of risks. Establish thresholds, at-risk levels and exposure limits by product and business. Based on model results, suggest changes to positions and strategies.
Role Objectives: DeliveryRun models that project the potential interest rate risk on short-term earnings and longer term equity / economic value at risk, taking into account both a static analysis of interest rate margins and a dynamic view of changing market conditions including elements such as yield, convexity, duration and FX. Produce fair value equivalents for asset prices and funding costs using existing pricing data from businesses, counterparties, markets, replacement costs and transfer pricing data. Stress test results. Prepare a gap analysis. Stress test results. Produce a funding analysis that takes into account total cost including deposits, incorporating relevant ops costs. Report on potential loss across different types of risks (interest, convexity, duration, FX, counterparty, etc.). Test thresholds, at-risk levels, and exposure limits by product and business.
Role Objectives: InterpersonalDevelop relationships with units such as IT to improve data gathering and model construction. Support the unit's work with industry specialists, country risk managers, credit review / analysis staff, treasury staff and relationship managers to determine and evaluate if potential risks are properly reflected in the models. Begin to network within the industry through meetings, events and involvement with trade organizations to better understand emerging risk trends and how they are reflected in models.
Role Objectives: ExpertiseDemonstrate a solid knowledge in financial analysis, especially elements of interest rate analysis such as yield, convexity, duration, and FX. Demonstrate general understanding of financial markets and economics to help ensure models take into account current and changing conditions and to create a valid set of variables and scenarios. Have solid risk modeling skills to take into account various types of risk, correlation between risks and idiosyncratic risk. Have a working knowledge of information technology, data management and statistical analysis to create meaningful modeling and analysis. Communicate analytical data effectively.
Qualifications and Skills- Education: Required – BA / BS
- Work Experience: 3+ years of experience in market risk / derivative risk or closely risk-related role.
- Language Skills: Business fluency in English (Japanese is preferred)
- Software Systems / Programming Languages: Working knowledge of VBA, and Microsoft Office Suite
SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.
SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know
