Model Validation Analyst — Hybrid & Python Focus

SMBC Group; City of White Plains (NY); Hybrid; USD 82,000 - 96,000; Full time

Job summary

SMBC Group in the United States seeks a Model Validation Analyst to validate Credit Risk, Liquidity Risk, and capital stress models, strengthening our model risk governance. You will work with the NYB and subsidiaries, using rigorous methods to improve model quality and governance.

Reporting to the Manager, Model Validation Group, you will document results, communicate findings to management, and support ongoing validation and reporting efforts across SMBC’s U.S. and regional entities.

Qualifications

• Master's Degree in Finance, Mathematics, Physics, Engineering, Computer Science or related quantitative field.
• Academic and/or professional knowledge in derivative pricing and market risk or liquidity risk models is a plus.
• Strong analytical and programming abilities, especially Python.

Responsibilities

• Conduct model validation and governance across SMBC businesses and group companies.
• Apply methodology to assess model theory, implementation, and monitoring.
• Develop quality assessment criteria and ensure integrity of model inputs and outputs.
• Maintain documentation, work papers, and validation reports.
• Communicate findings to management and stakeholders with recommendations.
• Present results to the model risk management committee.

Skills

Python

Analytical skills

Education

Master's degree in Finance or quantitative field

Job description

SMBC Group in the United States seeks a Model Validation Analyst to validate Credit Risk, Liquidity Risk, and capital stress models, strengthening our model risk governance. You will work with the NYB and subsidiaries, using rigorous methods to improve model quality and governance.

Reporting to the Manager, Model Validation Group, you will document results, communicate findings to management, and support ongoing validation and reporting efforts across SMBC’s U.S. and regional entities.