Model Validation Analyst: Credit Risk & Stress Testing

SMBC; North Carolina; Hybrid; USD 90,000 - 130,000; Full time

Job summary

SMBC Group is seeking a Model Validation Associate to join the Model Validation Group in NYB. You will perform independent validation of credit risk and capital stress testing models, documenting development and assessing suitability for business purposes.

You will help develop validation methodology, support audits, design back-testing, and communicate findings to management. The role requires advanced analytics, collaboration across teams, and compliance with SR11-7, CECL, CCAR and related

Qualifications

• Master's degree in Statistics, Mathematics, Engineering, Computer Science or related field.
• Preferred experience in model validation and model development.
• Knowledge of loss reserve, CECL, capital and stress testing models.
• Knowledge of SR11-7, CECL, CCAR, and other regulatory requirements.
• Strong analytical and communication skills.

Responsibilities

• Conduct model validation across SMBC businesses and group companies.
• Develop model validation methodology to assess conceptual soundness and robustness.
• Identify deficiencies and communicate findings with recommendations to stakeholders.
• Conduct reviews on model annual assessment, changes, and monitoring results.
• Assist audits and examinations for credit risk and stress testing models.

Skills

Model validation

Model development

Statistical analysis

Regulatory knowledge

Strong communication

Education

Master's degree in Statistics, Mathematics, Engineering, Computer Science or related fields

Job description

SMBC Group is seeking a Model Validation Associate to join the Model Validation Group in NYB. You will perform independent validation of credit risk and capital stress testing models, documenting development and assessing suitability for business purposes.

You will help develop validation methodology, support audits, design back-testing, and communicate findings to management. The role requires advanced analytics, collaboration across teams, and compliance with SR11-7, CECL, CCAR and related