Trading Book Data and Analytics

SMBC Group is a top-tier global financial group headquartered in Tokyo with a 400-year history, offering a diverse range of financial services including banking, leasing, securities, credit cards, and consumer finance. The Group operates over 130 offices with 80,000 employees worldwide across nearly 40 countries. In the Americas, SMBC Group provides commercial and investment banking services to corporate, institutional, and municipal clients, connecting them to local markets and an extensive global network.

About the role

SMBC is seeking a Vice President (VP) for the Trading Book Risk Modeling team within the Risk Modeling Center of Excellence (COE). This role will advance the firm's data analytics and AI capabilities to support trading book risk modeling. The successful candidate will combine expertise in quantitative analytics, market risk methodologies, and emerging AI technologies to develop innovative, production-grade analytical solutions. The VP will collaborate with Front Office, Risk Management, Technology, and Data teams to enhance data infrastructure, improve data quality, and support the development and maintenance of key trading book risk models, including Value-at-Risk (VaR), Stressed VaR (sVaR), Sensitivity Analysis, and Stress Testing.

Responsibilities

• Lead the design and implementation of Agentic AI and Generative AI solutions to automate and enhance market risk data processing, time series construction, and historical data backfilling.
• Develop scalable AI-driven frameworks for data quality monitoring, anomaly detection, and data remediation.
• Evaluate and incorporate emerging AI technologies to improve analytical workflows and operational efficiency.
• Design and implement advanced statistical approaches to support evaluation, monitoring, and continuous improvement of AI-based models.
• Build prototypes and production-ready analytical models utilizing large-scale financial datasets.
• Work with model review and validation teams to ensure compliance with regulatory and firm governance standards applicable to both quantitative and AI models.
• Collaborate with technology teams to ensure seamless integration of analytical solutions into the production environment.
• Present analytical findings, model results, and strategic recommendations to senior management and key stakeholders.

Requirements

• Master’s degree or Ph.D. in Mathematics, Statistics, Computer Science, Data Science, or a related quantitative discipline.
• Minimum 3 years of hands-on experience working with AI and/or Data Analytics.
• Strong programming skills in Python and experience working with large-scale structured and unstructured datasets.
• Strong understanding of market risk methodology, such as VaR, sensitivities, risk factor modeling, and stress testing.
• Practical experience in statistics, data analytics, or artificial intelligence and familiarity with the model development lifecycle.
• Excellent analytical, problem-solving, and communication skills.
• Ability to work collaboratively with cross-functional teams and build effective relationships with stakeholders.

Schedule

SMBC’s employees participate in a Hybrid workforce model, requiring employees to live within a reasonable commuting distance of their office location. Hybrid work may not be permitted for certain roles, including FINRA-registered positions requiring full-time in-office attendance.

Pay

The anticipated salary range for this role is between $152,000 and $195,000. The specific salary offered will be based on individual qualifications, experience, and an analysis of current compensation in the candidate’s geography and market for similar roles. The role may also be eligible for an annual discretionary incentive award.

Benefits

SMBC offers a competitive portfolio of benefits to its employees.