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Sumitomo Mitsui Financial Group Inc.

Director, ALM Modeling

Sumitomo Mitsui Financial Group Inc., New York, New York, us, 10261

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Director, ALM Modeling

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SMBC Group . SMBC Group is a top-tier global financial group headquartered in Tokyo with a 400-year history, offering diverse financial services including banking, leasing, securities, credit cards, and consumer finance. The group operates in nearly 40 countries with over 130 offices and 80,000 employees worldwide. SMBC Group is part of Sumitomo Mitsui Financial Group (SMFG), one of Japans three largest banking groups, with shares traded on the Tokyo, Nagoya, and NYSE markets. In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. It provides a range of banking services to corporate, institutional, and municipal clients, leveraging its strong capital position and extensive network. The salary range for this role is $200,000 to $225,000, depending on qualifications and market conditions, with potential eligibility for an annual discretionary incentive and benefits. Role Description

SMBCs Combined U.S. Operations (CUSO) seeks a strategic, quantitatively skilled individual for the position of Director, Quantitative Analytics in Corporate Treasury. The role involves leading model development for ALM/IRRBB, liquidity management, and CCAR stress testing, reporting to the Head of Treasury Quantitative Analytics. Responsibilities

Lead a team of modelers for development and monitoring of ALM/IRRBB models. Review assumptions, methodologies, and results with model owners; collaborate with validation teams. Partner with Finance, Risk, and business leaders to ensure appropriate model use. Present model results to senior leadership and committees. Coach junior staff and provide thought leadership. Align models with business objectives and regulatory standards. Qualifications

Masters or PhD in Mathematics, Statistics, Finance, Economics, or related; extensive experience may suffice. 8+ years in quantitative modeling, research, or validation within banking or financial services; experience with ALM/IRRBB models preferred. Management experience in a quant team. Strong statistical/modeling knowledge and programming skills in R, Python, SAS. Excellent communication skills to translate complex results into business insights. Additional Requirements

Hybrid work model; candidates must reside within a reasonable commute. Reasonable accommodations are available for applicants with disabilities. For accommodations, contact accommodations@smbcgroup.com. #J-18808-Ljbffr