Vp data - credit

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SMBC Group is a top-tier global financial group. Headquartered in Tokyo and with a 400-year history, SMBC Group offers a diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more than 130 offices and 80,000 employees worldwide in nearly 40 countries. Sumitomo Mitsui Financial Group, Inc. (SMFG) is the holding company of SMBC Group, which is one of the three largest banking groups in Japan. SMFG's shares trade on the Tokyo, Nagoya, and New York (NYSE: SMFG) stock exchanges.

In the Americas, SMBC Group has a presence in the US, Canada, Mexico, Brazil, Chile, Colombia, and Peru. Backed by the capital strength of SMBC Group and the value of its relationships in Asia, the Group offers a range of commercial and investment banking services to its corporate, institutional, and municipal clients. It connects a diverse client base to local markets and the organization's extensive global network. The Group's operating companies in the Americas include Sumitomo Mitsui Banking Corp. (SMBC), SMBC Nikko Securities America, Inc., SMBC Capital Markets, Inc., SMBC MANUBANK, JRI America, Inc., SMBC Leasing and Finance, Inc., Banco Sumitomo Mitsui Brasileiro S.A., and Sumitomo Mitsui Finance and Leasing Co., Ltd.

The anticipated salary range for this role is between $145,000.00 and $185,000.00. The specific salary offered to an applicant will be based on their individual qualifications, experiences, and an analysis of the current compensation paid in their geography and the market for similar roles at the time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC offers a competitive portfolio of benefits to its employees.

Role Description

SMBC Credit Review Department (CRVD) seeks a VP Senior Data Analytics Officer to join its Data Analytics Team in White Plains, Manhattan, or remotely. The incumbent will be a part of a dynamic team to support the reviews and continuous monitoring of retail portfolios through data analysis of the total population and present them through effective visualizations. Prior credit risk experience in retail banking, knowledge of retail banking products, experience in digital banking and knowledge of regulations is required for this role. The incumbent may also be asked to assist in providing data analytics support on wholesale portfolios reviews when the need arises.

As part of its mandate, CRVD challenges internal ratings while assessing adherence with documented processes, methodologies as well as regulatory requirements and best practices. The group reports to the Audit Committee of the Board and its function is independent of the relationship and credit managers.

Responsibilities

• Develop, design and execute codes to detect data anomalies and possible exceptions to the test design applied to the total portfolio
• Work with CRVD stakeholders from the first, second lines of defense and technology teams to understand the systems, data sources and IT infrastructure and data warehouses used in the Bank to monitor portfolio performance
• Analyze root causes of confounding data issues and provide recommendations to mitigate or minimize risks stemming from these issues
• Communicate data discrepancies and exceptions to reviewers, CRVD Senior Management and business units
  
  

Role Objectives: Interpersonal

• Strong problem-solving and critical-thinking abilities
• Self-starter with ability to work independently to initiate and complete tasks
• Able to problem solve and offer recommendations on data handling and approaches that are pragmatic and sustainable
• Able to communicate technical concepts and information to a non-technical audience
• A strong team player who collaborates with others within and across team
  
  

Qualifications And Skills

• At least a Bachelor's degree in a quantitative analytics field such as Economics, Mathematics, Statistics, Computer Science, Engineering or other related discipline
• 7+ Years of professional experience
• Advanced proficiency in SQL, developing nested queries and selecting data in an array and/or structs format is required
• Advanced proficiency in cleansing and processing data from various sources using Python is required
• Experience in building, maintaining and enhancing visualizations in PowerBI
• Experience working with large-scale data warehouses such as Google Colab Enterprise, BigQuery, Databricks or other big data platforms is a plus
• Proficiency with Microsoft Office Suite (Word, Excel, Access, Power point); ability to code using VBA is a plus
• Experience in retail credit risk underwriting is preferred and some experience in wholesale credit risk analytics is a plus
  
  

SMBC's employees participate in a Hybrid workforce model that provides employees with an opportunity to work from home, as well as, from an SMBC office. SMBC requires that employees live within a reasonable commuting distance of their office location. Prospective candidates will learn more about their specific hybrid work schedule during their interview process. Hybrid work may not be permitted for certain roles, including, for example, certain FINRA-registered roles for which in-office attendance for the entire workweek is required.

SMBC provides reasonable accommodations during candidacy for applicants with disabilities consistent with applicable federal, state, and local law. If you need a reasonable accommodation during the application process, please let us know at [email protected].

If you have questions about this posting, please contact [email protected]