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SMBC Group · 1 day ago

Associate, Treasury Quantitative Analytics

New York, NY

Full-time

Hybrid

Mid Level

$80K/yr - $130K/yr

SMBC Group is a top-tier global financial group offering a diverse range of financial services. They are seeking an Associate for Quantitative Analytics within Corporate Treasury to support key Treasury functions through quantitative model development initiatives.

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

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

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 RPythonSASFinancial 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

Quantitative model development, research and/or validation experience within banking, fintech, or financial service industry

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

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)

Distribution of Different Job Fields Receiving Sponsorship

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Trends of Total Sponsorships

2025 (160)

2024 (87)

2023 (73)

2022 (44)

2021 (29)

2020 (26)