Counterparty Credit Risk Vice President

Role Description

The Vice President, Portfolio Analysis – Stress Testing & CCAR, will serve as a key contributor within the Counterparty Credit Risk (CCR) Portfolio Analysis team. The VP will drive the team’s Stress Testing and CCAR workstreams, ensuring robust methodologies, consistent exposure behavior under stress, and high-quality regulatory and internal deliverables. This role will not have any direct reports.

Qualifications And Skills

• Education: Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative field; Master’s degree or professional certifications (e.g., CFA, FRM) are a plus.

• Experience: 7–10+ years of relevant experience in Counterparty Credit Risk, or Stress Testing, with strong familiarity in derivatives and SFT exposure analytics.

• Stress Testing Expertise: Direct experience executing stress-testing frameworks (e.g., CCAR), including scenario design, exposure projection, and result interpretation.

• Technical Skills: 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).

• Analytical Capability: Ability to synthesize large datasets, identify exposure drivers, assess vulnerabilities, and provide effective challenge.

• Communication Skills: Strong written and verbal ability to present complex risk analytics clearly to senior management and non-technical stakeholders.

• Risk & Governance Mindset: Demonstrated discipline in documentation, review controls, stress-testing governance, and adherence to regulatory expectations.

• Collaboration: Proven success working cross-functionally with Front Office, Risk, Finance, Quant, and Technology teams.

• Leadership: Ability to mentor junior staff, promote analytical rigor, and contribute to continuous improvement within the Portfolio Analysis function.

Pay

The anticipated salary range for this role is between $135,000.00 and $185,000.00. 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.

Schedule

This role is available on a Hybrid schedule, providing employees with the flexibility to work from home or an SMBC office, depending on their preference and the requirements of the role. 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.