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SMBC Group · 1 day ago

Vice President, Treasury Quantitative Analytics

Jersey City, NJ

Full-time

Hybrid

Mid Level

$146K/yr - $180K/yr

3+ years exp

SMBC Group is a top-tier global financial group offering a diverse range of financial services. The role of Vice President, Treasury Quantitative Analytics involves leading quantitative model development initiatives to support key Treasury functions such as PPNR forecasts, liquidity management, and CCAR stress testing.

AdviceBankingFinancial Services

H1B Sponsor Likely

Responsibilities

Develop PPNR and balance sheet forecast models across various business lines (investment banking, trading, commercial, consumer) for the purpose of CCAR stress testing and business planning processes

Support the model development in ALM/IRRBB domain (e.g. non-maturity deposit decay rate, beta, prepayment, etc.)

Collaborate with model owners and model validation team to address validation findings and ensure models meet internal and external standards

Drive strong partnership with across Finance, Risk and business leaders during the development, implementation and use of the quantitative models, ensuring appropriate design and use

Prepare high-quality, well-structured presentations of model results to senior leadership and committees

Align model frameworks with business objectives and regulatory requirements (SR 11-7, SR 12-7, SR 15-18, SR 15-19)

Qualification

Quantitative model developmentStatistical modeling techniquesProgramming in RProgramming in PythonProgramming in SASFinancial markets knowledgeUS regulatory frameworkCommunication skillsStrategic thinkingProblem-solving abilities

Required

Master's or PhD in Mathematics, Statistics, Finance, Economics, or a related field. A Bachelor's degree with extensive experience may be considered

3+ years of quantitative model development, research and/or validation experience within banking, fintech, or financial service industry

Deep knowledge of statistical/predictive modeling knowledge and techniques

Proficiency in programming language such R, Python, and SAS

Strong communication skills; The ability to translate model results into business intuition

Strategic thinking and problem-solving abilities

Benefits

Annual discretionary incentive award

Competitive portfolio of benefits

Company

SMBC Group

Glassdoor3.5

SMBC Group is a top-tier global financial group.

Founded in 1590

New York, New York, USA

10001+ employees

https://www.smbcgroup.com/americas

H1B Sponsorship

SMBC Group has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

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2020 (26)