SMBC Group is seeking an Associate to join the Initial Margin modeling team. The role focuses on the SIMM and xVA VaR framework, supporting ongoing monitoring, BAU activities, and onboarding of new products with Risk IT collaboration.
The ideal candidate has strong quantitative skills, experience with derivatives, and proficiency in Python, SQL, and Power BI, in a hybrid work environment in the United States. The role offers competitive compensation and benefits.
#J-18808-LjbffrAssociate, SIMM & xVA Risk Modeling in new york at Unknown Company
This position is listed as full time and hybrid.