Credit Risk Model Owner

Smbc Global Foundation Inc

New York, NY, US
Base: $85,000.00 - $131,000.00; bonus/equity: elig...
On-site
Credit risk model monitoring
Model governance processes
Model risk management framework
Serve as local model owner to monitor and manage credit risk related models for the SMBC Americas Division portfolio

Job Summary

  • Serve as local model owner to monitor and manage credit risk related models for the SMBC Americas Division portfolio.
  • Conduct regular model monitoring procedures, finding management, and model governance, communicating with key model stakeholders including Tokyo Head Office.
  • SMBC offers a competitive portfolio of benefits to its employees and participates in a Hybrid workforce model.

Matching Summary

Serve as local model owner to monitor and manage credit risk related models for the SMBC Americas Division portfolio.

Salary

Base: $85,000.00 - $131,000.00; Bonus/Equity: Eligible for annual discretionary incentive award; Benefits: Competitive portfolio of benefits

Skills & Requirements

Must-have

  • Credit Risk Model Monitoring
  • Model Governance Processes
  • Model Risk Management Framework
  • Credit Risk Rating Models
  • SAS and Python

Nice-to-have

  • Collaborative Relationships
  • Japanese Language Skill
  • Hybrid Workforce Model

Key Requirements

  • Minimum two years of model risk management experience
  • Master Degree/CFA/FRM preferred
  • Technical and quantitative analysis skills
  • Experience with Excel (VBA), MS Access, SQL

Work Rights

Not specified

Tailored Resume

Cover Letter