VP, Quantitative Modeling & Credit Risk Analytics
Jersey City, Hudson County, New Jersey, 07390, USA
Listed on 2026-10-16
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Finance & Banking
Risk Manager/Analyst, FinTech
SMBC is seeking a senior quantitative analyst to lead end-to-end credit risk modeling, including PD, LGD, and EAD, and to develop stress-testing frameworks aligned with CCAR and Basel III requirements.
The role involves calibrating IRB-based frameworks, operational risk models, and monitoring performance. Hybrid remote work is permitted; candidates should be within commuting distance of the office and eligible for regulatory programs.
For the VP, Quantitative Modeling & Credit Risk Analytics position at SMBC, we are reviewing applications now.
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We have an opening for a VP, Quantitative Modeling & Credit Risk Analytics in Jersey City, NJ, United States within Finance, IT & Technology.
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