Interest Rate Risk In The Banking Book Oversight Risk

Sumitomo Mitsui Banking Corporation

New York, NY, US
Base: $90,000.00 - $135,000.00; bonus/equity: elig...
On-site
Interest rate risk management
Portfolio mark-to-market risk
Balance sheet products and risks
SMBC Group is a top-tier global financial group with a 400-year history, offering diverse financial services worldwide

Job Summary

  • SMBC Group is a top-tier global financial group with a 400-year history, offering diverse financial services worldwide.
  • The Associate will support ongoing independent oversight of IRRBB and Portfolio MTM risk exposures for SMBC branches and legal entities in the Americas region.
  • SMBC offers a competitive portfolio of benefits to its employees and a hybrid workforce model.

Matching Summary

SMBC Group is a top-tier global financial group with a 400-year history, offering diverse financial services worldwide.

Salary

Base: $90,000.00 - $135,000.00; Bonus/Equity: Eligible for annual discretionary incentive award; Benefits: Competitive portfolio of benefits

Skills & Requirements

Must-have

  • Interest Rate Risk Management
  • Portfolio Mark-to-Market Risk
  • Balance Sheet Products and Risks
  • QRM system familiarity

Nice-to-have

  • Strong interpersonal skills
  • Well-organized and structured
  • Ability to deliver under tight deadlines

Key Requirements

  • 3+ years of IRRBB risk experience
  • Understanding of U.S. regulatory requirements for IRRBB
  • Understanding of IRRBB quantification methods

Work Rights

Not specified

Tailored Resume

Cover Letter