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Associate, Treasury Quantitative Analytics Job Opening In New York – Now Hiring SMBC Group


Job description

The anticipated salary range for this role is between $80,000.00 and $130,000.00.

The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire.

The role may also be eligible for an annual discretionary incentive award.

In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.


Role Description


SMBC’s Combined U.S. Operations (CUSO) seeks a quantitatively oriented individual for the position of Associate, Quantitative Analytics within Corporate Treasury.

The role involves quantitative model development initiatives to support key Treasury functions, including PPNR/balance sheet forecasts, IRRBB, liquidity management and CCAR stress testing.


The ideal candidate should have a understanding of statistical/predictive models and methodologies, and a solid grasp of financial markets and US regulatory framework.

  • 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).

  • Qualifications and Skills

  • 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.

  • 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.

    Required Skill Profession

    Financial Specialists


    • Job Details

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