State Street
State Street
State Street este o companie globală de servicii financiare care deservește investitorii instituționali prin soluții de administrare a investițiilor și servicii pentru investiții. Oferta sa include administrarea activelor, servicii de custodie și cercetare investițională, susținute de expertiză în domeniul financiar, al tehnologiei financiare și al serviciilor bancare. Compania se concentrează pe sprijinirea clienților în gestionarea activităților investiționale complexe prin date, perspective și capacități operaționale concepute pentru a îmbunătăți eficiența și a susține luarea deciziilor financiare.

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.

Descriere

  • 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

Cerințe

  • 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

Beneficii

  • 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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