Credit Portfolio Risk Analyst – CECL & Analytics

SMBC; New York (NY); Hybrid; USD 84,000 - 131,000; Full time

Benefits offered by this job

Hybrid work model

Accommodations for disabilities

Job summary

SMBC is seeking a highly motivated Associate to join the Credit Portfolio Risk team in New York. You will focus on CECL processes and portfolio credit risk analytics while supporting stress testing activities.

The role requires 2+ years in a financial institution with CECL or loss forecasting experience, strong Excel/PowerPoint skills, and proficiency in SQL/Python. A hybrid work model is offered.

Qualifications

• Bachelor-level finance/economics/analytics degree.
• Masters or CFA/FRM is a plus.
• Experience in CECL or credit stress testing helpful.

Responsibilities

• Perform quarterly CECL production for portfolios and entities; data prep, analysis, and coordination.
• Analyze portfolio-level expected credit losses and drivers; compare with actual losses.
• Coordinate timelines and deliverables with multiple stakeholders across risk and finance.
• Prepare governance materials explaining methodology, results, and limitations.
• Support CECL methodology enhancements and governance processes.
• Provide backup for credit stress testing and governance materials.

Skills

CECL knowledge

Credit risk analysis

Excel

PowerPoint

SQL

Python

Communication

Education

Bachelor's degree in Finance, Economics, Accounting, Statistics, Data Analytics, or related field

Master's degree or CFA/FRM (a plus)

Tools

SQL

Python

R

SAS

Alteryx

Power BI

Job description

SMBC is seeking a highly motivated Associate to join the Credit Portfolio Risk team in New York. You will focus on CECL processes and portfolio credit risk analytics while supporting stress testing activities.

The role requires 2+ years in a financial institution with CECL or loss forecasting experience, strong Excel/PowerPoint skills, and proficiency in SQL/Python. A hybrid work model is offered.