Associate, Counterparty Credit Risk Exposure Analysis - (employer: SMBC Capital Markets, Inc.; job location: New York, NY) - Perform counterparty credit risk analyses and reporting, with a focus on analyzing top exposure, stress testing results, concentration reports, risk appetite reports, and key risk indicators. Enhance counterparty credit risk (CCR) management and reporting frameworks, maintaining wide varieties of stress testing scenarios covering historical and forward-looking scenarios to ensure the firm’s compliance with regulatory requirements (SR 11-10). Optimize our CCR framework including credit exposure, limits, performance assessment, valuation adjustments, and collateral management. Conduct credit risk analyses for our organization, perform analyses for counterparties, enhance existing frameworks, and review and escalate any outstanding data exceptions. Perform xVA analysis and analysis of stress testing results. Develop frameworks to identify, quantify, and mitigate concentration risk. Work closely with management groups and marketers to complete derivative credit limit applications and derivative transactions. Monitor and review our CVA limit framework and guide CCR related strategic projects. Stay abreast of current financial market conditions in order to optimize reduce our credit risk. Requirements: Master’s in Finance, Mathematics, Statistics or Financial Risk Management, plus three years of experience in the position offered or a risk control or risk analytics position. All required experience must have included performing risk analytics on capital markets and derivatives products for an investment bank or investment consulting firm; performing derivatives valuation; calculating xVA including CVA, DVA, FVA; applying knowledge of capital markets and various types of trading products, such as interest rate swaps, options, FX options, and total return swaps, among others; working with Excel/VBA and SQL, and data visualization tools such as Qlik NPrinting or PowerBI; managing large-scale complex projects, conducting research, and collaborating with key stakeholders; understanding IPV (Independent Price Validation) framework and working with internal developers, data sourcing teams and external vendors to drive IPV process and system infrastructure. This role entails hybrid work, with time split between working in our New York, NY office and flexibility to telecommute from another U.S. location. Salary: $152,506 - $155,000/year. E-mail résumé to: alexandra.mercado@smbcgroup.com. Ref. #618.