State Street
State Street
State Street — институционалдық инвесторларға инвестицияларды басқару және инвестициялық қызмет көрсету шешімдерін ұсынатын жаһандық қаржылық қызметтер компаниясы. Оның ұсыныстарына активтерді басқару, кастодиандық қызметтер және инвестициялық зерттеулер кіреді. Бұл қызметтер қаржы, қаржылық технологиялар және банк ісі салаларындағы сараптамамен қамтамасыз етіледі. Компания деректер, талдау және операциялық мүмкіндіктер арқылы клиенттеріне күрделі инвестициялық қызметті басқаруға, тиімділікті арттыруға және қаржылық шешімдер қабылдауды қолдауға көмектесуге бағытталған.

Quantitative Analyst, Officer – Model Risk

Support State Street Markets with model risk reviews, capital and liquidity analysis, and assessments of trading algorithms. Develop statistical tests, monitoring plans, and regulatory documentation.

Сипаттама

  • Assist model owners with statistical and financial modeling, analysis, and final deliverables
  • Contribute to quantitative work on capital and liquidity
  • Create tailored methods for independent model testing and document development methods and implementation processes
  • Set up benchmarking and back-testing approaches
  • Use stress tests to identify model risks
  • Assess model stability under different specifications and input ranges
  • Help create ongoing monitoring plans with metrics, thresholds, and escalation procedures
  • Prepare first-line documentation covering model development, implementation, and monitoring
  • Work with model owners and developers to update models for internal validation requirements
  • Review proprietary trading algorithms after implementation, covering code and strategy changes, FX Global Code compliance, and independent testing
  • Work with quantitative teams and developers to assess strategy changes and support assumptions and results
  • Provide engagement updates and coordinate workflows to deliver work on schedule

Талаптар

  • Graduate degree in a quantitative field, such as financial mathematics, financial engineering, mathematics, statistics, or a related discipline
  • Zero to three years of model risk experience preferred
  • Advanced programming ability in at least one supported statistical environment, such as Python, R, or MATLAB
  • Intermediate programming ability in VBA and other languages
  • Strong grasp of quantitative analysis methods used by financial institutions
  • Familiarity with financial markets, including securities lending, equities and derivatives, foreign exchange, or electronic trading, is a plus
  • Strong understanding of regulations related to capital and liquidity
  • Ability to handle multiple tasks in a fast-paced, deadline-driven setting
  • Strong written and verbal communication skills
  • Ability to explain complex topics, lead discussions, and resolve stakeholder disagreements

Артықшылықтар

  • 401(k) retirement savings plan with company matching
  • Insurance options including basic life, medical, dental, vision, long-term disability, and optional additional coverage
  • Paid leave that includes vacation, sick time, short-term disability, and time for family care responsibilities
  • Employee Assistance Program
  • Eligibility for annual performance-based incentive awards
  • Certain tax-advantaged savings plans
  • Inclusive opportunities for professional development
  • Support for work-life flexibility
  • Paid days for volunteering
  • Employee networks

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