Vice President, Treasury Quantitative Analytics

Sumitomo Mitsui Banking • Jersey City, NJ

108d • $146,000 - $160,000 • Hybrid

About The Position

The Balance Sheet and Capital Management Function seeks a quantitatively oriented individual for the position of VP, Balance Sheet and Capital Management. Projects and the associated management of those projects will span numerous areas including the development of statistical models for the bank's balance sheet and income statement (PPNR), building interest rate risk models for asset and liability management (ALM), and collaborating with cross-functional teams. The role requires a hybrid work arrangement with a current expectation of two days in-office per week, subject to change in accordance with organizational needs.

Requirements

• 5+ years of working experience in financial industry in Finance, Treasury, or Risk departments - prior experience in CCAR/DFAST or Treasury modeling is preferred
• 3+ years experience in performing quantitative modeling and/or credit risk analysis
• Bachelor's degree in mathematics, statistics, computer science, finance or related fields; Master's degree preferred
• Lead and drive initiatives through creative thinking and pragmatism
• Strong analytical and problem solving skills
• Coding experience in Python, R, or SAS
• Proficiency with Word, Excel, PowerPoint, Tableau
• Previous experience with QRM is preferred

Responsibilities

• Integrate ALM and balance sheet forecasting methodologies within the Treasury organization
• Conduct statistical analysis and build models to forecast PPNR and balance sheet line items
• Conduct back-testing, sensitivity analysis and attribution analyses along with other modeling and analytical tests to provide robust quantitative solutions
• Communicate key analytical findings, conclusions, and recommendations to senior leadership
• Maintain project management reporting for balance sheet and capital management initiatives including primary objectives, timelines, status, dependencies, and issues

Benefits

• Competitive portfolio of benefits
• Annual discretionary incentive award

What This Job Offers

• Job Type: Full-time
• Career Level: Executive
• Industry: Credit Intermediation and Related Activities
• Education Level: Bachelor's degree
• Number of Employees: 5,001-10,000 employees