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Form of workRole Description
The Balance Sheet and Capital Management Function manages the U.S. capital position of SMBC Americas Holding and its major subsidiaries. This function provides support to senior management and other business stakeholders in the Strategic Planning Department, Americas Division ("SPDAD)". U.S. Treasury reports directly to the U.S. Chief Financial Officer ("U.S. CFO").
The function is responsible for a comprehensive capital management framework that incorporates setting targets, monitoring/managing current capital levels, and performing SMBC AH testing in partnership with risk management department, head-office stakeholders, and key front office personnel. Additionally, the Balance Sheet and capital management team is responsible for ensuring an effective and efficient use of SMBC U.S. Operations Balance Sheet with a goal of improving return on capital measures for the Americas Division.
The Balance Sheet and Capital Management Function seeks a qualitatively and quantitatively oriented individual for the position of Associate, Balance Sheet and Capital Management. The candidate will support SMFG's capital management function and support and enhance U.S. Treasury's Capital Stress Testing. Projects will span numerous areas including (i) developing and enhancing, the income statement and Balance Sheet forecast models, (ii) liaising with internal stakeholders to manage and access the modeling platforms and data especially within quantitative research management (QRM) asset and liability management (ALM) platform, (iii) developing related methodology and models required for resolution capital adequacy and positions (RCAP) and Resolution Capital Execution Need (RCEN), (iv) comfort in developing institutional treasury policies with strong corporate writing skills, and (v) general and ad-hoc tasks associated with managing the bank's capital position.
Key benefits include development of specialized capital knowledge, experience in developing and executing complex analytical processes, exposure to senior leadership, and working in a rewarding, creative, and dynamic environment.
Role Objectives
• Integrate asset liability management ("ALM") forecasting and Balance Sheet capital management and forecasting methodologies within the AD CFO/CUSO Treasury organization;
• Conduct statistical analysis, data modeling, and validation to assess PPNR models as well as Basel models;
• Explore data back-testing on various portfolio segments to determine whether additional segmentation variables enhance risk separation and discrimination;
• Update relevant policies relating to either treasury fields such as capital management policy, capital distribution framework, and PPNR models; and
• prepare statistical and on-statistical data exploration, validate date, identify data quality issues.
Key Competencies:
• Partnership and Collaboration Skills: Strong communication skills required to negotiate internally. Strong ability to influence without authority to guide and convince others, including members of own team and colleagues in other areas of the bank;
• Data as a Change-Agent: Use data to support conclusions and craft rationale for modeling changes and document to SR 12-7 and SR 15-19 standards;
• Experience in CCAR and/or Resolution Planning modeling and required documentation: Ability to recognize and apply industry best practice while pragmatically leveraging existing internal resources and vendor platforms;
• Produce senior management ready reoccurring and ad-hoc packages for CUSO Treasurer, U.S. CFO and other key stakeholders inclusive of financial results, peer comparisons, what-if analysis with regards to new initiatives and/or new business; and
• Collaborate to develop forecasting processes to enable entity, business, and regional views of both local and global financial resource consumption and constraints.
Qualifications and Skills
• 3+ years of working experience in financial industry in Finance, Treasury, or Risk departments - prior experience in CCAR/DFAST is preferred;
• 1+ years experience in performing quantitative financial modeling and/or credit risk analysis;
• Bachelor's degree in finance, accounting, mathematics, computer science or related field, Master's degree preferred; and
• MBA/CFA/FRM/CPA or other professional qualification highly preferred;
• Manage multiple initiatives simultaneously and plan/prioritize appropriately;
• Lad and drive initiatives through creative thinking and pragmatism;
• Strong writing skills, previous experience in drafting corporate policies
• Strong analytical and problem solving skills;
• Proficiency with Word, Excel, PowerPoint, Tableau,
• Coding experience in Python, or R, or SPSS
Additional Requirements
The Balance Sheet and Capital Management Function manages the U.S. capital position of SMBC Americas Holding and its major subsidiaries. This function provides support to senior management and other business stakeholders in the Strategic Planning Department, Americas Division ("SPDAD)". U.S. Treasury reports directly to the U.S. Chief Financial Officer ("U.S. CFO").
The function is responsible for a comprehensive capital management framework that incorporates setting targets, monitoring/managing current capital levels, and performing SMBC AH testing in partnership with risk management department, head-office stakeholders, and key front office personnel. Additionally, the Balance Sheet and capital management team is responsible for ensuring an effective and efficient use of SMBC U.S. Operations Balance Sheet with a goal of improving return on capital measures for the Americas Division.
The Balance Sheet and Capital Management Function seeks a qualitatively and quantitatively oriented individual for the position of Associate, Balance Sheet and Capital Management. The candidate will support SMFG's capital management function and support and enhance U.S. Treasury's Capital Stress Testing. Projects will span numerous areas including (i) developing and enhancing, the income statement and Balance Sheet forecast models, (ii) liaising with internal stakeholders to manage and access the modeling platforms and data especially within quantitative research management (QRM) asset and liability management (ALM) platform, (iii) developing related methodology and models required for resolution capital adequacy and positions (RCAP) and Resolution Capital Execution Need (RCEN), (iv) comfort in developing institutional treasury policies with strong corporate writing skills, and (v) general and ad-hoc tasks associated with managing the bank's capital position.
Key benefits include development of specialized capital knowledge, experience in developing and executing complex analytical processes, exposure to senior leadership, and working in a rewarding, creative, and dynamic environment.
Role Objectives
• Integrate asset liability management ("ALM") forecasting and Balance Sheet capital management and forecasting methodologies within the AD CFO/CUSO Treasury organization;
• Conduct statistical analysis, data modeling, and validation to assess PPNR models as well as Basel models;
• Explore data back-testing on various portfolio segments to determine whether additional segmentation variables enhance risk separation and discrimination;
• Update relevant policies relating to either treasury fields such as capital management policy, capital distribution framework, and PPNR models; and
• prepare statistical and on-statistical data exploration, validate date, identify data quality issues.
Key Competencies:
• Partnership and Collaboration Skills: Strong communication skills required to negotiate internally. Strong ability to influence without authority to guide and convince others, including members of own team and colleagues in other areas of the bank;
• Data as a Change-Agent: Use data to support conclusions and craft rationale for modeling changes and document to SR 12-7 and SR 15-19 standards;
• Experience in CCAR and/or Resolution Planning modeling and required documentation: Ability to recognize and apply industry best practice while pragmatically leveraging existing internal resources and vendor platforms;
• Produce senior management ready reoccurring and ad-hoc packages for CUSO Treasurer, U.S. CFO and other key stakeholders inclusive of financial results, peer comparisons, what-if analysis with regards to new initiatives and/or new business; and
• Collaborate to develop forecasting processes to enable entity, business, and regional views of both local and global financial resource consumption and constraints.
Qualifications and Skills
• 3+ years of working experience in financial industry in Finance, Treasury, or Risk departments - prior experience in CCAR/DFAST is preferred;
• 1+ years experience in performing quantitative financial modeling and/or credit risk analysis;
• Bachelor's degree in finance, accounting, mathematics, computer science or related field, Master's degree preferred; and
• MBA/CFA/FRM/CPA or other professional qualification highly preferred;
• Manage multiple initiatives simultaneously and plan/prioritize appropriately;
• Lad and drive initiatives through creative thinking and pragmatism;
• Strong writing skills, previous experience in drafting corporate policies
• Strong analytical and problem solving skills;
• Proficiency with Word, Excel, PowerPoint, Tableau,
• Coding experience in Python, or R, or SPSS
Additional Requirements
