Vice President, Market Risk Data & Product Management Team - Programming Language Expert

SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has 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, which is one of the three largest banking groups in Japan. SMFG’s shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges. In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization’s extensive global network. The Group’s operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd. The anticipated salary range for this role is between $155,000.00 and $195,000.00. 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 is seeking a Vice President (VP) for the Market Risk Data & Product Management Team within Risk Management Department Americas Division (RMDAD). The VP will possess a strong understanding of market risk management fundamentals, including but not limited to VaR, SVaR, stress testing, risk sensitivities, and their corresponding risk methodologies. The role requires advanced technical expertise, particularly in Python, to optimize and modernize risk models and End User Computing (EUC) solutions. The VP will play a key role in driving the strategic transformation of the Market risk infrastructure by enhancing existing EUCs and models, automating manual processes, and improving accuracy and completeness. In addition, the VP will collaborate with Risk, Technology, and Data stakeholders to deliver solutions that support VaR, SVaR, and stress testing frameworks across SMBC’s Combined U.S. Operations (CUSO). This role will also contribute to broader initiatives such as platform migration and alignment with evolving regulatory requirements, including CCAR and FRTB.This position reports to the Head of the Risk Data & Product & Management Team and offers the opportunity to work alongside experienced Market Risk professionals within a growing, high-impact team, with strong visibility and career development potential. This position plays a key role in enhancing existing analytical tools, improving model efficiency, and transforming manual or tactical workflows into robust, scalable, and well controlled automated solutions. The VP will ensure that all tools and models meet model risk management and governance expectations, supported by clear documentation, testing frameworks, and ongoing performance monitoring.Experience with CCAR (Comprehensive Capital Analysis and Review) and Global Market Shock (GMS) processes is highly valued. The VP will contribute to the design, testing, and execution of stress testing frameworks, supporting regulatory submissions as well as delivering clear, actionable insights to senior management. The position reports to the Head of the Product and Data Management Team, offering the opportunity to learn from and collaborate with seasoned Market Risk professionals across the Americas and Head Office. Role Responsibilities

• Lead the strategic enhancement of EUCs and risk models, driving the transition from manual processes to scalable, automated, and controlled solutions • Optimize existing risk models and EUCs using advanced Python-based techniques to improve accuracy, computational efficiency, and transparency • Architect and maintain robust data pipelines (Python/SQL) to source, validate, and transform large datasets to support market risk metric calculations (VaR, SVaR, stress testing) • Partner cross-functionally with Risk, Technology, and Data teams to translate business requirements into scalable, production-ready solutions• Demonstrate working knowledge of FRTB regulations and supports the development and implementation of related capabilities within the market risk system• Implement AI-driven solutions to optimize risk data processing, model performance, and operational efficiencyQualifications and Skills
• Bachelor’s degree in Finance, Business Administration, Engineering, or a related discipline • Minimum 5 years of experience in Market Risk or quantitative risk management • Strong understanding of market risk fundamentals, including VaR methodologies (risk-sensitivity and full revaluation), Stressed VaR (SVaR), stress testing frameworks, and key risk sensitivities (delta, vega, gamma)• Advanced programming expertise in Python (required), with working knowledge of R and/or C++ preferred • Experience with data engineering and database technologies (SQL, MySQL, Oracle) supporting large-scale data aggregation and transformation• Demonstrated ability to identify and remediate data and reporting issues through structured analysis • Understanding of FRTB regulations and their implications for market risk management• Excellent communication and stakeholder management skills across business, risk, and technology functions • Team player with the ability to operate in a fast-paced, collaborative environmentSMBC’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 View email address on click.appcast.io.