Counterparty Credit Risk Modeling Associate - Hybrid NYC
SMBC
SMBC is seeking an Associate in Counterparty Credit Risk Analytics in New York. The role focuses on leading model monitoring, BAU support, and enhancements across the CCR analytics framework, including derivatives and SFT valuation methodologies. A strong quantitative background and programming skills are essential. Ideal candidates have a PhD or Master’s in a quantitative field and 2–5 years of experience in CCR, xVA, or market risk modeling. #J-18808-Ljbffr SMBC
Vacancy posted 2 days ago
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