Vice President, Treasury Quantitative Analytics

General Department Description SMBC's Combined U.S. Operations (CUSO) seeks a quantitatively oriented individual for the position of VP, Quantitative Analytics within Corporate Treasury. The role involves leading the 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 strong understanding of statistical/predictive models and methodologies, and a solid grasp of financial markets and US regulatory framework. This position will report to the Head of Treasury Quantitative Analytics (Executive Director). Responsibilities Develop PPNR and balance sheet forecast models across various business lines for CCAR stress testing and business planning processes. Support 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. Drive strong partnership with Finance, Risk and business leaders during development, implementation and use of quantitative models, ensuring appropriate design and use. Prepare high‑quality, well‑structured presentations of model results to senior leadership and committees. Align model frameworks with business objectives and regulatory requirements (SR 11-7, SR 12-7, SR 15-18, SR 15-19). Qualifications Master's or PhD in Mathematics, Statistics, Finance, Economics, or a related field. A Bachelor's degree with extensive experience may be considered. 3+ years of quantitative model development, research and/or validation experience within banking, fintech, or financial service industry. Deep knowledge of statistical/predictive modeling techniques. Proficiency in programming languages R, Python, and SAS. Strong communication skills; 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 View email address on click.appcast.io. EOE, including Disability/veterans. Salary: $146,000.00 - $180,000.00 (annual). Annual discretionary incentive award potential. #J-18808-Ljbffr 6AM City, LLC