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They come to SVB for our expertise, deep network and 30+ years of experience in the industries we serve, and to partner with passionate, enterprising SVBers, dedicated to helping them grow and succeed at every stage of their business.
As a part SVB's Second Line of Defense function, Financial Risk Management (FRM) team performs independent risk oversight activities to ensure that business divisions' financial risk undertakings are within the stated risk appetite and commensurate with defined strategies. Our team is seeking a Senior Quantitative Analyst to work with leadership teams to measure, monitor, and report the quantum of trading and non-trading financial risks structural interest rate, structural FX, liquidity, capital, and FX trading risk the Company is assuming. Along with experiences in crafting quantitative financial models and pulling data from enterprise data warehouse, the incumbent should have hands-on experiences in market and liquidity risk management and relevant understanding of capital management to support different business divisions.
As a trusted advisor to business divisions and a seasoned risk management professional, he/she is to ensure market risk is deliberately considered in all the Company's on- and off-balance sheet positions. This role plays a meaningful role in development and implementation of capital, liquidity and market risk management frameworks to appropriately measure, report, and control the company's market risk taking activities.
Responsibilities
Perform independent oversight of all market risk activities across the Company and provide assurance to the senior management and executive leadership that all market risks are being accurately measured, appropriately controlled/mitigated, and in line with stated risk appetite Innovatively design, develop, and implement risk reporting and measurements, leveraging the enterprise data warehouse (EDW) and risk applications, to provide a comprehensive risk view on SVB's structural interest rate, liquidity, and market risk exposures and capital adequacy Creatively support business unit leaders on risk management issues with quantitative risk management techniques, data management solutions, and risk analytics, partnering with Treasury, Finance, and business divisions to align with policies and procedures, supervisory guidance, and regulations and confirm all market risk taking activities are meeting internal and regulatory requirements Participate in various market risk improvement projects like Fundamental Review of Trading Book (FRTB) and Counterparty Credit Risk (CCR) Management programs to ensure they commensurate with SVB's size, complexity, and risk tolerance Actively contribute in the design and development of market risk strategies, analytics, and metrics with a goal to provide robust risk oversight activities and reporting of financial risk exposures, taking into consideration of supervisory guidance and the enterprise risk management (ERM) framework, to senior and executive management and risk governing committees Effectively communicate and accurately summarize the enterprise market risk profile to all partners and promote the Risk's views in a clear, concise, and transparent manner
Qualifications
- Strong database skills with 5+ years of hands-on SQL (Oracle and Sequel) programming experience working on large financial databases
- Strong Tableau skills are desired
- SAS and or R programming experience is a plus
- Excellent written and verbal communication skills
- Must have a bachelor's degree with strong analytic skills; a degree in quantitative discipline such as math, computer science, statistics, or engineering is a plus
- CPA, CFA, or other professional designation is a plus
- Strong understanding of commercial banking, fixed-income securities, equities, and derivatives with a focus on market and/or liquidity risk quantification and management
- Excellent project management and ability to operate effectively in a matrix environment
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