Vice President, Trading Book Risk Modeling

Job overview

The Vice President, Trading Book Risk Modeling is an onsite role based in New York, NY. Compensation is not specified in the listing, though the role supports the Risk Modeling Center of Excellence at SMBC Group, a global financial institution. This role exists to advance the firm's data analytics and AI capabilities for trading book risk modeling. The Vice President will lead the development of production-grade analytical solutions, collaborate with cross-functional teams to enhance data infrastructure, and ensure compliance with regulatory standards for risk models.

What you'll do

• Lead the design and implementation of Agentic AI and Generative AI solutions for market risk data processing.
• Develop scalable AI-driven frameworks for data quality monitoring and anomaly detection.
• Collaborate with Front Office, Risk Management, and Technology teams to maintain key trading book risk models including VaR, sVaR, and stress testing.
• Present analytical findings and strategic recommendations to senior management.

What we're looking for

Skills & competencies

full-time

day shift

new york ny

smbc

risk modeling

ai

data analytics

market risk

var

hybrid

no on-call

no travel

Work arrangement

• Weekend coverage required

Benefits & perks

• Competitive portfolio of benefits, annual discretionary incentive award eligibility.

Why this role

Focus on Agentic AI and Generative AI integration within a top-tier global financial institution's risk modeling framework.

About the employer

SMBC is hiring for this role. Industry: Investment Banking and Securities Intermediation. Sector: 52.