29 Risk Analyst jobs in San Francisco

**Our mission is to make higher education accessible and affordable for everyone.** We empower students with financial support and supercharge their ability to pay down their debt, so they can get on the right financial track, fast.
We build tools that help people feel in control of their financial future, including:
+ **Private student loans** - low rates, people-first service, and flexible payments.
+ **Student loan refinancing** - break free from high-interest rates or monthly payments.
+ **Scholarships** - access to thousands of scholarships to help students pay less.
Earnies are committed to helping students live their best lives, free from the stress of student debt. If you're as passionate as we are about our mission, read more below, and let's build something great together!
**The Senior Quantitative Risk Analyst position will report to Senior Risk Analytics Manager.**
**As the Senior Quantitative Risk Analyst, you will:**
+ Lead loss forecasting by leveraging data science models and applying business overlays to project portfolio performance.
+ Monitor and analyze credit metrics across multiple loan products, identifying key risks, trends, and opportunities.
+ Prepare and present portfolio forecasts and credit/fraud performance updates to executives, the Board, and rating agencies.
+ Validate and challenge credit and fraud risk models to ensure methodological soundness, transparency, and regulatory compliance.
+ Partner cross-functionally with Finance, Capital Markets, and Data Science to align risk insights with business strategy.
**About You:**
+ 3+ years in a data-driven role, ideally within credit or fraud risk.
+ Strong proficiency in SQL for data extraction and Python for statistical modeling and analysis.
+ Experience with loss forecasting, particularly in consumer lending products.
+ Skilled in data visualization and BI tools (e.g., Looker, Tableau) as well as Excel and PowerPoint.
+ Strong analytical thinker with excellent communication and presentation abilities.
+ Detail-oriented, intellectually curious, and able to manage multiple priorities under tight deadlines.
**Even Better:**
+ Experience in student loans, personal loans, or credit cards.
+ Familiarity with regulatory compliance in the lending industry.
+ Prior exposure to risk model development or enhancement.
+ Background in efficiency improvements and automation.
+ Ability to independently research and implement innovative modeling approaches.
**Where:**
+ This role will be based in the US.
#LI-KB1
A little about our pay philosophy: We take pride in compensating our employees fairly and equitably. We are showcasing a range of your potential base salary based on the roles location. The successful candidate's starting pay will also be determined based on job-related qualifications, internal compensation, candidate location and budget. This range may be modified in the future.
Pay Range
$126,000-$58,000 USD
**Earnest believes in enabling our employees to live their best lives. We offer a variety of perks and competitive benefits, including:**
+ Health, Dental, & Vision benefits plus savings plans
+ Mac computers + work-from-home stipend to set up your home office
+ Monthly internet and phone reimbursement
+ Employee Stock Purchase Plan
+ Restricted Stock Units (RSUs)
+ 401(k) plan to help you save for retirement plus a company match
+ Robust tuition reimbursement program
+ 1,000 travel perk on each Earnie-versary to anywhere in the world
+ Competitive days of annual PTO
+ Competitive parental leave
**What Makes an Earnie:**
At Earnest, our people bring our cultural principles to life. These principles define how we work, how we win, and what we expect of ourselves and each other:
+ **Every Second Counts** : Speed is our competitive advantage. Our customers need better solutions, and the faster we execute, the greater our chance of success.
+ **Choose To Do Hard Things** : We win by tackling the hard things that others avoid, fueled by grit and resilience.
+ **Pursue Excellence** : Great companies, teams, and individuals never settle and are proud of the work that they do. What's good enough today won't be good enough tomorrow. Excellence isn't a destination; it's a mindset of continuous improvement.
+ **Lead Together** : Our success comes from how we work together. Leadership is not about titles-it is about action. We take ownership, drive results, and move forward as a team.
+ **Don't Take Yourself Too Seriously** : We take our work seriously, not ourselves. The stakes are high, but a sense of humor keeps us grounded, creative, and resilient.
**At Earnest, we are committed to building an environment where our employees feel included, valued, and heard. Our belief is that a strong commitment to diversity, inclusion, equity, and belonging enables us to move forward with our mission. We are dedicated to adding new perspectives to the team and encourage anyone to apply if your experience is close to what we are looking for.**
_Earnest provides equal employment opportunities (EEO) to all employees and applicants for employment without regard to race, color, religion, sex, national origin, age, sexual orientation, gender identity, veteran status, disability or genetics. Qualified applicants with criminal histories will be considered for the position in a manner consistent with the Fair Chance Ordinance._

Our client, a leader in the financial services sector, is seeking an experienced and strategic Lead Cyber Risk Analyst to join their expanding team. This critical, fully remote position will be at the forefront of identifying, assessing, and mitigating cybersecurity risks across the organization. You will be responsible for developing and implementing robust risk management frameworks, conducting comprehensive risk assessments, and collaborating with IT security, legal, and compliance teams to ensure the protection of sensitive data and systems. The ideal candidate will possess a deep understanding of the evolving threat landscape, regulatory requirements, and industry best practices in cyber risk management. This role demands a proactive approach to security and a strong ability to influence stakeholders at all levels.

Responsibilities:

• Develop, implement, and maintain the company's cyber risk management program.
• Conduct comprehensive risk assessments and vulnerability analyses for IT systems and applications.
• Identify, analyze, and report on cybersecurity threats and vulnerabilities.
• Develop and implement mitigation strategies and controls to reduce cyber risk.
• Ensure compliance with relevant industry regulations and standards (e.g., SOX, GDPR, CCPA).
• Collaborate with IT security teams to design and implement security architecture and controls.
• Develop and deliver cybersecurity awareness training to employees.
• Manage incident response planning and execution related to security breaches.
• Stay current with emerging threats, vulnerabilities, and security technologies.
• Prepare and present reports on cyber risk posture to senior management and the board of directors.
• Lead and mentor junior risk analysts.

This is an exceptional opportunity to drive significant impact within a leading organization from a remote-first setting. The work performed will be crucial for maintaining the integrity and security of our client's operations, impacting their global presence, even though the role is based from San Francisco, California, US .

Qualifications:

• Bachelor's degree in Computer Science, Information Security, or a related field. Master's degree preferred.
• Minimum of 7-10 years of experience in cybersecurity, IT risk management, or information security auditing.
• Proven experience in developing and implementing risk assessment methodologies.
• In-depth knowledge of common cybersecurity frameworks (e.g., NIST, ISO 27001, CIS Controls).
• Familiarity with regulatory compliance requirements in the financial services industry.
• Strong understanding of network security, cloud security, and application security principles.
• Excellent analytical, problem-solving, and critical thinking skills.
• Exceptional written and verbal communication skills, with the ability to articulate complex technical concepts to non-technical audiences.
• Demonstrated leadership and mentoring abilities.
• Relevant certifications such as CISSP, CISM, or CRISC are highly desirable.

Our client is committed to creating an inclusive environment for all employees.

Our client, a prominent financial institution headquartered in the heart of San Francisco, California , is seeking a highly analytical and detail-oriented Senior Risk Analyst to join their expanding risk management division. This role is crucial in identifying, assessing, and mitigating a wide range of financial and operational risks within the organization. The ideal candidate will possess a strong quantitative background, a deep understanding of financial markets, and expertise in risk modeling and regulatory compliance. This hybrid position offers a blend of in-office collaboration and remote flexibility.

Key Responsibilities:

• Develop, implement, and refine risk management frameworks, policies, and procedures across various business units.
• Conduct comprehensive risk assessments, including credit risk, market risk, operational risk, and liquidity risk analysis.
• Utilize statistical modeling techniques and data analytics to quantify risk exposures and develop predictive models.
• Monitor key risk indicators (KRIs) and financial metrics, reporting significant trends and potential issues to senior management.
• Ensure compliance with all relevant financial regulations, such as Basel III, Dodd-Frank, and other industry-specific requirements.
• Collaborate with business lines to identify emerging risks and develop effective mitigation strategies.
• Prepare detailed risk reports for executive management, board committees, and regulatory bodies.
• Assist in the development and testing of business continuity and disaster recovery plans.
• Contribute to the internal audit process by providing data and explanations related to risk management practices.
• Stay informed about current market conditions, economic trends, and regulatory changes that may impact the organization's risk profile.
• Evaluate and recommend improvements to risk management systems and technologies.
• Train and mentor junior analysts on risk assessment methodologies and regulatory requirements.
• Participate in cross-functional teams to address complex risk challenges.

Qualifications:

• Master's degree in Finance, Economics, Statistics, Mathematics, or a related quantitative field.
• Minimum of 7 years of progressive experience in risk management within the financial services industry.
• Proven expertise in various risk disciplines (credit, market, operational, liquidity).
• Strong proficiency in quantitative analysis, statistical modeling, and data mining tools (e.g., R, Python, SAS, SQL).
• In-depth knowledge of financial markets, instruments, and regulatory frameworks applicable to financial institutions.
• Excellent analytical, problem-solving, and critical thinking skills.
• Exceptional written and verbal communication skills, with the ability to present complex information clearly and concisely.
• Experience with risk management software and platforms.
• Demonstrated ability to work independently and manage multiple priorities in a demanding environment.
• Relevant professional certifications such as FRM, PRM, CFA are highly desirable.
• Experience in regulatory reporting and compliance is a significant advantage.
• Strong understanding of financial reporting and accounting principles.

This is an excellent opportunity for a seasoned risk professional to contribute to the robust risk management framework of a leading financial firm in San Francisco .

Our client is looking for an exceptional Lead Quantitative Analyst to join their elite team, focusing on cutting-edge risk management solutions. This position is fully remote, offering the flexibility to work from your preferred location. You will play a critical role in developing, implementing, and validating sophisticated quantitative models used for financial risk assessment, pricing, and trading strategies across various asset classes. Your responsibilities will include designing and building complex financial models, performing statistical analysis, back-testing model performance, and contributing to the development of new risk management frameworks. You will collaborate with portfolio managers, traders, and technology teams to translate business requirements into robust analytical solutions. The ideal candidate possesses a strong academic background in a quantitative discipline, coupled with extensive experience in developing and deploying quantitative models in a financial setting. Deep expertise in statistical modeling, econometrics, machine learning, and programming (e.g., Python, C++, R, SQL) is a must. A solid understanding of financial markets, derivatives, and risk management principles is crucial. Excellent problem-solving skills, a meticulous approach to detail, and the ability to communicate complex technical concepts effectively are paramount. A Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering is required. This is a unique opportunity to work remotely at the forefront of quantitative finance and make a significant impact on risk management strategies within a dynamic and innovative financial institution.

Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their risk management division. This is an on-site role, offering the opportunity to collaborate closely with a team of experts in a dynamic financial hub. You will be responsible for developing and implementing sophisticated quantitative models to assess and manage various financial risks, including market risk, credit risk, and operational risk. This position requires exceptional analytical prowess, advanced statistical knowledge, and a deep understanding of financial markets.

Responsibilities:

• Design, develop, test, and implement complex quantitative models for risk assessment and management.
• Perform rigorous statistical analysis of financial data to identify trends, patterns, and potential risks.
• Develop stress testing scenarios and back-testing methodologies for model validation.
• Collaborate with trading desks, portfolio managers, and risk officers to understand business needs and translate them into quantitative solutions.
• Contribute to the development and enhancement of risk management frameworks and policies.
• Analyze and interpret model outputs, providing clear and concise reports to senior management and regulatory bodies.
• Stay abreast of regulatory changes and industry best practices in quantitative finance and risk management.
• Work with IT and data management teams to ensure the availability and integrity of data required for modeling.
• Mentor junior analysts and contribute to the team's knowledge sharing and development.
• Communicate complex technical concepts effectively to non-technical stakeholders.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering.
• Minimum of 5 years of experience in quantitative analysis, risk management, or a similar role within the financial services industry.
• Proven expertise in developing and implementing sophisticated statistical and econometric models.
• Strong programming skills in languages such as Python, R, C++, or MATLAB.
• In-depth knowledge of financial markets, instruments, and risk management principles.
• Familiarity with regulatory requirements (e.g., Basel III, CCAR) is highly desirable.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong written and verbal communication skills.
• Ability to work independently and collaboratively in a team environment.
• High attention to detail and commitment to accuracy.

This is a challenging and rewarding role for a top-tier quantitative professional seeking to make a significant impact in financial risk management. Join our client and contribute to securing the financial stability of the organization from San Francisco, California, US .

Our client, a prestigious global investment bank, is seeking a highly analytical and driven Senior Quantitative Analyst to join their Risk Management division in San Francisco, California . This role is critical in developing and implementing sophisticated mathematical models and statistical techniques to assess and manage financial risks across various asset classes. You will be responsible for designing, testing, and validating complex pricing and risk models, conducting backtesting, and performing scenario analysis. The ideal candidate will have a strong command of financial markets, derivatives, and risk management principles. Proficiency in programming languages such as Python, R, C++, or MATLAB is essential for model implementation and data analysis. You will collaborate closely with traders, portfolio managers, and other quantitative professionals to provide insights and solutions for risk mitigation. Key responsibilities include analyzing market data, identifying potential risks, developing risk metrics, and contributing to regulatory compliance efforts. A Master's or PhD degree in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Economics is required, along with a minimum of 5 years of experience in a quantitative role within the financial services industry. Proven experience with risk modeling, derivative pricing, and statistical analysis is a must. Excellent communication skills are necessary to effectively present complex findings to both technical and non-technical audiences. This is a unique opportunity to work on challenging problems at the forefront of financial quantitative analysis, contributing directly to the firm's stability and success. We offer a stimulating work environment, competitive compensation, and the chance to make a significant impact. The fully remote nature of this position allows for exceptional work-life balance and access to a global talent pool. Your quantitative expertise will be pivotal in navigating the complexities of modern financial markets and ensuring robust risk management practices.

Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their Risk Management division in San Francisco, California, US . This role is critical in developing and implementing sophisticated quantitative models to assess and manage financial risks, including market risk, credit risk, and operational risk. The ideal candidate will possess a strong academic background (Master's or Ph.D.) in a quantitative field such as Mathematics, Statistics, Physics, or Financial Engineering, coupled with significant experience in the financial services industry. You will be responsible for model development, validation, implementation, and ongoing monitoring, using advanced statistical techniques and programming languages. Collaboration with traders, portfolio managers, risk officers, and regulatory bodies will be a key aspect of this position. This role requires a deep understanding of financial markets, complex financial instruments, and regulatory requirements. You will play a vital part in ensuring the firm's financial stability and compliance through rigorous quantitative analysis. This hybrid position offers a blend of on-site collaboration and remote flexibility. We are looking for a driven individual who can provide innovative solutions to complex risk challenges and contribute to the strategic direction of risk management. Your expertise in quantitative modeling will be essential in navigating the dynamic landscape of financial markets.

Key Responsibilities:

• Develop, implement, and validate quantitative models for financial risk assessment (market, credit, operational).
• Analyze financial data to identify trends, patterns, and potential risks.
• Design and execute stress testing and scenario analysis for risk models.
• Collaborate with business units to understand risk exposures and develop appropriate mitigation strategies.
• Build and maintain robust data infrastructure for model inputs and outputs.
• Ensure model compliance with regulatory requirements (e.g., Basel III, CCAR).
• Communicate complex quantitative concepts to both technical and non-technical stakeholders.
• Monitor model performance and conduct regular re-calibration or redevelopment as needed.
• Contribute to the development of risk management policies and procedures.
• Stay abreast of industry best practices and emerging trends in quantitative finance and risk management.
• Work closely with IT and data teams for model implementation and data integrity.

Qualifications:

• Master's or Ph.D. in Mathematics, Statistics, Physics, Financial Engineering, Economics, or a related quantitative field.
• 5-8 years of experience in quantitative analysis or risk management within the financial industry.
• Proven experience in developing and validating complex financial models.
• Proficiency in programming languages such as Python, R, C++, or Java.
• Strong knowledge of financial markets, derivatives, and risk management principles.
• Experience with statistical modeling, econometrics, and machine learning techniques.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation abilities.
• Familiarity with regulatory frameworks relevant to financial institutions.
• Ability to work independently and collaboratively in a hybrid work environment.

Current Employees of LendingClub: Please apply via your internal Workday Account

LendingClub Corporation (NYSE: LC) is the parent company of LendingClub Bank, National Association, Member FDIC. We are the leading digital marketplace bank in the U.S., having helped our nearly 5 million members secure over $90 billion in loans to refinance high-cost debt and achieve their financial goals. Members today have mobile-first access to a growing range of products and services designed to work seamlessly together to deliver value in new ways. Everyone deserves a better financial future, and our team is committed to making that a reality. Join the Club!

About the Role

** This position is not eligible for relocation assistance. **

We are looking for a Decision Systems Analyst to join the team. You will work on a dynamic, agile team that's responsible for design, build, and maintenance of the Decision Systems and Data Interfaces to enable business objectives. You will code and test business strategies, policies, models, and internal/external APIs required for decisioning. You will partner with a variety of business partners to understand their needs, planning, ensuring quick and accurate implementation of their business logic and Change requests.

What You'll Do

• Interface with the business partners to understand their policies/strategies and requirements
• Design and code the business strategies (rules and models) on the decision platform according to the business requirements
• Ensure accuracy of implementation by testing the strategies with targeted samples provisioned by the business
• Document the Project functional/technical designs and deploy business strategies into the Production environment
• For Transformation projects, collaborate with Engineering to design the build out of the new requirements and test the wider ecosystem and decision infrastructure
• Build/Test/Maintain APIs to access internal and external data sources required for decisioning
• Team up with Modeling to design and implement the Regression and Machine learning models on decision platform
• For large scale projects, support creation of project plans and map out timeline to set business partner expectations on deliverables
• Troubleshoot and resolve issues reported by Operations, Quality Control, Risk Management and Engineering teams
• Pull data to build reporting dashboards to perform analytical work and work to identify gaps / opportunities in the process
• Extract data and document evidence on the decisioning policy for the internal audits and external 3rd party auditors
• Deliver the assigned projects with utmost quality per defined thresholds to avoid negative impact on the business
• Work with offshore contract resources

About You

• 1-2 years of experience of hands-on programming in SQL and Python
• Bachelor's degree or higher in Computer Science, Information Technology, Business Analytics, or related analytical field; or equivalent work experience
• Excellent written and verbal communication skills
• Ability to clearly articulate technical and business topics, and effective cross-functional collaboration

Nice to have

• Programming skills using Java and PySpark
• Decision systems or risk systems experience

Work Location
San Francisco

The above locations are eligible offices for this role. The locations have been determined to foster in-person collaboration with this role's team or the related business lines. We utilize a hybrid work model, and our teams are in-office Tuesdays, Wednesdays, and Thursdays. In-person attendance is essential for this role's success, and remote placement will not be considered. This position is not eligible for relocation assistance.

Time Zone Requirements
Primarily PT

While the position will primarily work local hours, LendingClub is headquartered in Pacific Time and our ideal candidate will be flexible working across time zones when necessary.

Travel Requirements
As needed travel to LendingClub offices and/or other locations, as needed.

Compensation
The target base salary range for this position is 103,000-120,000. The base salary of the role will be determined by job-related knowledge, experience, education, skills, and location. Base salary is just one part of LendingClub's Total Rewards package. You may also be eligible for long-term awards (equity) and an annual bonus (which is based on company performance, employee performance and eligible earnings).

We're creating new financial services solutions for our members based on fairness, simplicity, and heart, and we treat our employees the same way. We offer a competitive benefits package that includes medical, dental and vision plans for employees and their families, 401(k) match, health and wellness programs, flexible time off policies for salaried employees, up to 16 weeks paid parental leave and more.

#LI-Hybrid
#LI-JH1

LendingClub is an equal opportunity employer and dedicated to diversity, equity, and inclusion in the workplace. We do not discriminate on the basis of race, religion, color, national origin, sex (including pregnancy, childbirth, reproductive health decisions, or related medical conditions), gender, gender identity, gender expression, sexual orientation, age, marital status, veteran status, disability status, political views or activity, or other applicable legally protected characteristics. We believe that a variety of perspectives will make our teams and business stronger as we work together to transform the traditional banking system.

We are committed to providing reasonable accommodations for qualified individuals with disabilities in our job application process. If you need assistance or an accommodation due to a disability, please contact us at

Join our mission to create a completely new, 100% digital bank that uses consumer feedback to truly meet customers' best interests. Jenius Bank, a division of SMBC MANUBANK, and a member of SMBC Group, is being built by a close-knit and fun-loving team of financial services professionals and technology experts who came together for the challenge of building a full-service digital bank from scratch. We're committed to doing it the right way for the customer and are growing rapidly. To learn more about our relationship to our parent company, visit our website.

The anticipated salary range for this role is between $143,000.00 and $85,000.00. The specific salary offered to an applicant will be based on their individual qualification, experiences, and analysis of current compensation paid in their geography and the market for similar roles at time of hire. The role may also be eligible for an annual discretionary incentive award. In addition to cash compensation, SMBC MANUBANK offers a competitive portfolio of benefits to its employees.

Jenius Bank is strategically scaling up a portfolio of products and building extraordinary experiences. In 2023, we launched our first two products reaching 1 billion in deposits and over 700 million in loans, all before Jenius Bank's first anniversary. We don't plan to slow down, with ambitious growth plans and the capital necessary to execute a multi-year strategic plan. We have a start-up mindset paired with SMBC Group's 400 years of history. SMBC Group has more than 150 offices and 86,000 employees worldwide in nearly 40 countries and is committed to creating new business to better serve customers in the rapidly evolving digital environment. Join us on the journey that has caught the attention of the Banking Dive, and more to reinvent banking where smarter banking translates to a richer life.

SUMMARY:

Join our team to design and maintain a robust data infrastructure that powers both our Commercial and Digital Banking platforms. You'll play a key role in developing insightful reports and dashboards, while also supporting critical risk management initiatives that drive strategic decision-making.

PRINCIPAL DUTIES AND RESPONSIBILITIES:

• Data Pipeline Development & Management
  • Design, build and maintain scalable data pipelines to support risk management processes
  • Implement ETL / ELT processes to extract, transform and load data from multiple sources
  • Ensure data quality, integrity, and accuracy throughout the pipeline lifecycle
  • Monitor pipeline performance and troubleshooting issues to maintain optimal data flow
• Risk Dashboards and Reporting
  • Develop and maintain comprehensive Power BI dashboards for risk monitoring and reporting
  • Design executive-level reporting dashboards for senior management and stakeholders
  • Implement automated refresh schedules and data validation processes
  • Prepare monthly and quarterly regulatory reports including FR Y-14M and FR Y-14Q
  • Provide training and support to end users on dashboard functionality
• Deep Dive Analytics
  • Query and analyze large and complex datasets using SQL and other analytical tools to identify patterns, trends, and opportunities for improving business performance
  • Generate regular and ad-hock risk reports for management and regulatory requirements
  • Perform deep-dive analysis on risk trends and emerging patterns
  • Collaborate with finance and compliance teams on CCAR documentation, data governance, and regulatory submissions

POSITION SPECIFICATIONS:

• Education & Experience
  • Bachelor's degree in Finance, Economics, Statistics, Data Science, Management Information Systems or related quantitative field
  • 7+ years of experience in data analysis, or financial services
• Technical Skills
  • Database Management: Experience with relational databases (SQL Server, Oracle, etc.), knowledge of ETL/ELT Processes
  • Data Tools: Proficient in SQL, Python, or R for querying, data manipulation & analysis. Knowledge of SSIS, ODI, Informatica, Google Cloud Dataflow is a plus.
  • Cloud Platforms: Knowledge of Azure or Google Cloud Platform is a plus
  • Visualization: Advanced Power BI skills including DAX, Power Query, and Dashboard Design
• Risk Management Knowledge
  • Understanding of risk management concepts, metrics and regulatory requirements
  • Knowledge of lending industry practices and risk management frameworks
  • Familiarity with CCAR, Basel III, CECL or other regulatory capital requirements is a plus
• Core Competencies
  • Strong analytical and problem-solving abilities
  • Excellent attention to detail and data accuracy
  • Effective communication skills for presenting complex data insights
  • Ability to work independently and manage multiple projects
  • Collaborative mindset
• Other Preferred Qualifications
  • Master's degree in quantitative field or MBA with finance concentration
  • Experience with machine learning techniques for risk modeling

EOE STATEMENT
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

CCPA DISCLOSURE
Personal Information Collection Notice: This notice contains information under the California Consumer Privacy Act (CCPA) about the categories of personal information (PI) of California residents that SMBC MANUBANK collects and the business or commercial purpose(s) for which the PI may be used. We do not sell PI. More information about our collection and use of PI may be found in our CCPA Privacy Policy at Persons with disabilities may contact our Customer Contact Center toll-free at to request the information in this Notice in an alternative format.