Quantitative Risk Modeling

Quantitative Risk Modeling

The Associate of Quantitative Risk Modeling is a key role within our corporate bank focused on supporting the enhancement of the Comprehensive Capital Analysis and Review (CCAR) framework and managing global market shock scenarios. This role requires a motivated individual who can assist in the development, implementation, and management of stress testing processes, ensuring robust risk management and regulatory compliance.

Role Objectives

• Scenario Development : Apply and leverage econometric forecasting models to assist the creation and refinement of CCAR and global market shock scenarios, incorporating economic, financial, and market conditions
• Stress Testing : Support the execution of stress tests to assess the resilience of the bank's portfolio under various adverse conditions
• Risk Assessment : Help analyze and interpret stress test results to identify potential risks and vulnerabilities within the bank's portfolio
• Regulatory Compliance : Ensure all stress testing activities are in line with regulatory requirements and guidelines
• Stakeholder Engagement : Collaborate with key stakeholders, including senior management, risk teams, and regulators, to communicate stress test findings and implications
• Reporting and Documentation : Assist in developing comprehensive reports and documentation to support stress test results and regulatory submissions
• Continuous Improvement : Contribute to ongoing enhancements to the stress testing framework and methodologies to adapt to changing market conditions and regulatory landscapes

Qualifications and Skills

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

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.