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.

Senior Quantitative Analyst, Assistant Vice President

Assess model risk for State Street’s institutional trading and lending solutions through model testing, risk analysis, and validation of proprietary trading algorithms.

Descriere

  • Assist model owners with statistical and financial analyses, modeling, and final deliverables.
  • Perform quantitative analyses related to capital and liquidity.
  • Create tailored approaches for independent model testing and document development methods and implementation processes.
  • Set up benchmarking and back-testing methods.
  • Find model risks by stress-testing inputs and parameters.
  • Evaluate model stability across different specifications and input ranges.
  • Help design ongoing monitoring plans with performance measures, thresholds, and escalation procedures.
  • Prepare first-line documentation covering model development, implementation, and monitoring.
  • Revise models to satisfy internal validation requirements.
  • Review proprietary trading algorithms after implementation, including code and strategy changes, FX Global Code compliance, and independent testing.
  • Discuss strategy changes, modeling assumptions, and results with quantitative specialists and developers.
  • Report engagement progress and coordinate workflows to deliver work on schedule.

Cerințe

  • Apply quantitative analysis methods in the context of financial institutions.
  • Knowledge of financial markets, including securities lending, equities and derivatives, FX, or electronic trading, is an advantage.
  • Understand capital and liquidity regulations at an advanced level.
  • Manage multiple tasks in a fast-paced, deadline-driven setting.
  • Communicate effectively in writing and verbally.
  • Hold a graduate degree in Financial Mathematics, Financial Engineering, Mathematics, Statistics, or a related quantitative field.
  • Three to five years of model risk experience is recommended.
  • Demonstrate advanced programming ability in Python, R, or MATLAB.
  • Have intermediate programming skills in VBA and other languages.
  • Java experience is an advantage.

Beneficii

  • 401(k) retirement plan with employer matching.
  • Basic life, medical, dental, and vision coverage.
  • Long-term disability coverage.
  • Optional additional insurance coverage.
  • Paid vacation and sick leave.
  • Short-term disability coverage.
  • Leave for family care responsibilities.
  • Employee Assistance Program.
  • Incentive compensation, including eligibility for annual performance-based awards.
  • Certain tax-advantaged savings plans.
  • Inclusive development opportunities.
  • Flexible work-life support.
  • Paid volunteer days.
  • Employee networks.

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