SMBC Group
Company Overview
SMBC Group is a top‑tier global financial group headquartered in Tokyo with a 400‑year history. It offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. With more than 130 offices and 80,000 employees worldwide in nearly 40 countries, Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, one of the three largest banking groups in Japan. The group’s Americas presence spans the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru, providing commercial and investment banking services to corporate, institutional, and municipal clients.
Role Description SMBC is seeking an experienced professional to join the Credit Portfolio Risk team. The role supports the firm’s credit stress testing development and climate risk stress testing, including ongoing business‑as‑usual stress testing and internal risk appetite processes. The position requires deep expertise in credit portfolio analytics, stress loss estimation, scenario design, and credit risk modeling, as well as strong leadership capabilities to manage a team of quantitative analysts.
Responsibilities
Lead end‑to‑end stress testing analytics for wholesale credit portfolios, including risk identification, scenario design, loss forecasting, data preparation, model execution, and interpretation of results for senior management.
Partner with Enterprise Risk, Finance, Model Developers, Credit Officers, and Business Units to design and drive internal stress testing exercises.
Integrate credit stress testing results and forward‑looking analyses into the risk appetite framework to inform risk tolerance and limit decisions.
Serve as the model owner for the stress testing model, overseeing its development, implementation, and ongoing performance to ensure alignment with regulatory and internal standards.
Improve processes by developing and enhancing tools and infrastructure to automate workflows, improve data quality, and accelerate analytical turnaround time.
Support enterprise‑wide initiatives related to climate risk integration and ESG‑related credit exposure assessment.
Integrate regulatory expectations (e.g., SR 15‑18, SR 12‑7) into methodologies and documentation.
Skills
Strong quantitative and analytical abilities in credit stress testing, data analysis, and forecasting techniques.
Clear communication and interpersonal skills with the ability to convey complex concepts.
Ability to work effectively in a fast‑paced, collaborative environment.
Strong Excel and PowerPoint skills, with experience using these tools to organize data, transform and analyze information, and create engaging presentations.
Proficiency in data‑analysis tools such as SAS, Python, R, SQL, or Alteryx and visualization tools such as PowerBI is a plus.
Qualifications Education
Bachelor’s degree in Finance, Economics, Statistics, or a related field. A Master’s degree or relevant professional certifications (e.g., CFA, FRM, ESG) are a plus.
Experience
5+ years of experience in a large financial institution, with at least 1 year in a leadership role within credit risk or portfolio analytics.
Strong working knowledge of credit risk modeling approaches, including stress testing models, CCAR, CECL, and related loss estimation methodologies.
Experience serving as a model owner, collaborating closely with model development teams to prioritize model development and implementation for stress loss models and loss components.
Experience integrating climate risk into stress testing is a plus.
Experience leading the credit risk identification process is a plus.
Hybrid Work Model SMBC’s employees participate in a hybrid workforce model, providing the opportunity to work from home as well as from an SMBC office. Employees are required to live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during the interview process; hybrid work may not be permitted for certain roles, such as certain FINRA‑registered positions that require in‑office attendance for the full workweek.
Accommodations SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.
#J-18808-Ljbffr
Role Description SMBC is seeking an experienced professional to join the Credit Portfolio Risk team. The role supports the firm’s credit stress testing development and climate risk stress testing, including ongoing business‑as‑usual stress testing and internal risk appetite processes. The position requires deep expertise in credit portfolio analytics, stress loss estimation, scenario design, and credit risk modeling, as well as strong leadership capabilities to manage a team of quantitative analysts.
Responsibilities
Lead end‑to‑end stress testing analytics for wholesale credit portfolios, including risk identification, scenario design, loss forecasting, data preparation, model execution, and interpretation of results for senior management.
Partner with Enterprise Risk, Finance, Model Developers, Credit Officers, and Business Units to design and drive internal stress testing exercises.
Integrate credit stress testing results and forward‑looking analyses into the risk appetite framework to inform risk tolerance and limit decisions.
Serve as the model owner for the stress testing model, overseeing its development, implementation, and ongoing performance to ensure alignment with regulatory and internal standards.
Improve processes by developing and enhancing tools and infrastructure to automate workflows, improve data quality, and accelerate analytical turnaround time.
Support enterprise‑wide initiatives related to climate risk integration and ESG‑related credit exposure assessment.
Integrate regulatory expectations (e.g., SR 15‑18, SR 12‑7) into methodologies and documentation.
Skills
Strong quantitative and analytical abilities in credit stress testing, data analysis, and forecasting techniques.
Clear communication and interpersonal skills with the ability to convey complex concepts.
Ability to work effectively in a fast‑paced, collaborative environment.
Strong Excel and PowerPoint skills, with experience using these tools to organize data, transform and analyze information, and create engaging presentations.
Proficiency in data‑analysis tools such as SAS, Python, R, SQL, or Alteryx and visualization tools such as PowerBI is a plus.
Qualifications Education
Bachelor’s degree in Finance, Economics, Statistics, or a related field. A Master’s degree or relevant professional certifications (e.g., CFA, FRM, ESG) are a plus.
Experience
5+ years of experience in a large financial institution, with at least 1 year in a leadership role within credit risk or portfolio analytics.
Strong working knowledge of credit risk modeling approaches, including stress testing models, CCAR, CECL, and related loss estimation methodologies.
Experience serving as a model owner, collaborating closely with model development teams to prioritize model development and implementation for stress loss models and loss components.
Experience integrating climate risk into stress testing is a plus.
Experience leading the credit risk identification process is a plus.
Hybrid Work Model SMBC’s employees participate in a hybrid workforce model, providing the opportunity to work from home as well as from an SMBC office. Employees are required to live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during the interview process; hybrid work may not be permitted for certain roles, such as certain FINRA‑registered positions that require in‑office attendance for the full workweek.
Accommodations SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at accommodations@smbcgroup.com.
#J-18808-Ljbffr