Interest Rate Risk In The Banking Book Oversight Vice President

Sumitomo Mitsui Banking Corporation

New York, NY, US
Base: $145,000.00 - $185,000.00; bonus/equity: eli...
On-site
Interest rate risk in the banking book (irrbb)
Portfolio mark-to-market (mtm) risk
Treasury risk management
Perform ongoing independent oversight of the IRRBB and Portfolio MTM risk exposures for SMBC branches and legal entities in the Americas region

Job Summary

  • Perform ongoing independent oversight of the IRRBB and Portfolio MTM risk exposures for SMBC branches and legal entities in the Americas region.
  • The position requires technical expertise in interest rate risk management and portfolio MTM risk, valuation methodologies, and regulatory frameworks.
  • SMBC offers a competitive portfolio of benefits to its employees.

Matching Summary

Perform ongoing independent oversight of the IRRBB and Portfolio MTM risk exposures for SMBC branches and legal entities in the Americas region.

Salary

Base: $145,000.00 - $185,000.00; Bonus/Equity: Eligible for annual discretionary incentive award; Benefits: Competitive portfolio of benefits

Skills & Requirements

Must-have

  • Interest Rate Risk in the Banking Book (IRRBB)
  • Portfolio Mark-to-Market (MTM) Risk
  • Treasury Risk Management
  • Balance Sheet Strategy
  • Regulatory Frameworks

Nice-to-have

  • Collaborative relationship building
  • Process automation support
  • Risk-return dimensions understanding

Key Requirements

  • 5+ years of IRRBB and Portfolio MTM risk experience
  • Familiarity with U.S. regulatory requirements for IRRBB
  • Knowledge of quantification methods for IRRBB and Portfolio MTM risk
  • Familiarity with QRM system for ALM and IRRBB

Work Rights

Not specified

Tailored Resume

Cover Letter