About this role

Develop, enhance, and maintain Market Risk analytical tools and data processes supporting CUSO regulatory and internal reporting.
Utilize advanced Python programming to modernize risk models, automate workflows, and improve computational speed, scalability, and control environments.
Support the preparation, execution, and analysis of CCAR and Global Market Shock (GMS) stress testing, including scenario design, risk factor mapping, and results interpretation.
Convert existing manual Market Risk processes into automated, scalable, and well-governed solutions aligned with model and operational risk standards.
Produce clear documentation for models, tools, and processes, ensuring alignment with SMBC governance, audit requirements, and regulatory expectations.
Collaborate with Market Risk managers, IT partners, Front Office, Data Governance, and Head Office teams to strengthen data pipelines and improve risk analytics.
Conduct system testing, UAT, and periodic tool performance reviews to ensure reliability, accuracy, and consistency of Market Risk outputs.

Bachelor’s degree in Finance, Business Administration, Economics, Mathematics, or related field
Minimum of five years of experience working in a Market Risk management role
Strong understanding of core risk management concepts: including Value-at-Risk (VaR), stress testing, and backtesting methodologies
Advanced programming expertise in Python

Vice President, Market Risk Analytics, Data Engineering

Key skills