Counterparty Credit Risk Modeling Associate (Hybrid)
CFA Institute
SMBC Group is seeking an Associate for the Counterparty Credit Risk Analytics team in a hybrid capacity. You will lead model ongoing monitoring, BAU support, and ad-hoc analyses while driving data quality and model calibration improvements. The role also supports CCR model development and valuation methodologies, collaborating with IT, data teams and risk stakeholders. Ideal candidates have advanced degrees in quantitative fields, 2–5 years in CCR or market risk, and strong Python/SQL skills #J-18808-Ljbffr CFA Institute
Vacancy posted 2 days ago
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SUMITOMO MITSUI TRUST BANK, LIMITED
New York, NY8 days ago
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