Czego szukasz
Oferty pracy
To ogłoszenie jest już nieaktualne.
Przejdź do ofert pracy aby zobaczyć inne ogłoszenia.

Model Risk Analyst, AVP

  • Wymiar czasu: pełny
  • lokalizacja: Kraków
  • Data ważności oferty: 20.04.2023
State Street Bank

Model Risk Analyst, AVP

Kraków
Categories: Compliance, Risk and Legal; Data, Research and Trading
Job ID: R-724069
Full time

The AVP will collaborate with model owner in execution of Model Risk regulatory requirements for all active and in development quantitative models and support Model Governance Infrastructure implementation under supervision of SSGM Model Risk Global head. The AVP is responsible for multiple facets of the overall project management and execution process, including:

  • Development, review, and documentation of models within different SSGM business units
  • Supervision and review of junior analysts’ work
  • Justifying modeling assumptions and model results to internal model validation group
  • Preparation and delivery of engagement status updates to key stakeholders
  • Workflow management to ensure deliverables are prepared according to their timelines

The AVP will collaborate with different business lines, and engage with internal model validation group.

Key Responsibilities

  • Support model owner, in the execution of engagement-specific statistical/financial modeling and analyses, and in the preparation of final model deliverables
  • Assume a key role in developing customized solutions to perform independent model testing, document the development methodology and implementation process, specifically:
    • Establish, based on class of model considered, appropriate benchmarking and back-testing techniques that would be reflective of the main model’s purpose, horizon required, hedging implications and other important factors that might be relevant for holistic assessment of model performance
    • Identify key model risks, by stress testing model inputs and parameters
    • Demonstrate the stability of model over a variety of alternate specifications and range of input values which model is expected to operate. Evaluate extreme values for inputs to identify any boundaries of model effectiveness
  • Collaborate with model owner in designing and implementing suitable and effective model ongoing monitoring plan including performance metrics, thresholds, and escalation plan
  • Develop comprehensive first line of defense documentation including model development, implementation, and ongoing monitoring documents
  • Work with model owners and developers on updating models to meet requirements from internal model validation group

Desired Skills & Experience

  • Strong understanding of quantitative analysis methods in relation to financial institution
  • Advanced programming skills in at least one supported statistical programming environment (Python, R, or MATLAB), with intermediate programming skills in VBA and other languages. Java experience is a plus
  • Knowledge of financial markets (security lending, equities and derivatives, digital currency or electronic trading, etc.) is a plus
  • A demonstrated ability to multi-task and operate in a fast-paced, deadline-oriented environment
  • Strong verbal and written communication skills, with ability to articulate ideas, analysis and complex concepts effectively to individuals from various background
  • Graduate degree in a quantitative discipline (Financial Mathematics, Financial Engineering, Mathematics, Statistics, or a related field)
  • 1 to 5 years of working experience in model risk field recommended

What we offer

  • Permanent contract of employment from day one
  • Additional holidays (Birthday Day Off, 3rd and 5th year anniversary Day Off)
  • Gold medical package for employees and their families (partner and children)
  • Premium life insurance package and private pension plan
  • Employee savings plan
  • Multisport Card
  • Wide range of soft skills training, technical workshops, language classes and development programs
  • Opportunities to volunteer your time to company-driven initiatives, employee networks or organizations of your choice
  • Variety of well-being programs
  • Technical or leadership career pathway

About State Street

What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we’re making our mark on the financial services industry. For more than two centuries, we’ve been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.

Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You’ll have access to flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.

Inclusion, Diversity and Social Responsibility. We truly believe our employees’ diverse backgrounds, experiences and perspectives are a powerful contributor to creating an inclusive environment where everyone can thrive and reach their maximum potential while adding value to both our organization and our clients. We warmly welcome candidates of diverse origin, background, ability, age, sexual orientation, gender identity and personality. Another fundamental value at State Street is active engagement with our communities around the world, both as a partner and a leader. You will have tools to help balance your professional and personal life, paid volunteer days, matching gift programs and access to employee networks that help you stay connected to what matters to you.

State Street is an equal opportunity and affirmative action employer.

 

Discover more at StateStreet.com/careers

Apply

Prosimy powołaj się na portal Mamo Pracuj składając aplikację
State Street to światowy lider wśród dostawców usług finansowych i jeden z największych banków powierniczych z centralą w Bostonie. Działa na 100 rynkach finansowych i zatrudnia ponad 39 000 pracowników. W Polsce jest od 2007 roku, a jego biura znajdują...

Inne oferty w tym regionie

Zamieszczona oferta pracy jest efektem współpracy Fundacji Mamo Pracuj z pracodawcą. Przed aplikacją do firmy samodzielnie sprawdź warunki zatrudnienia.

Depositary Automation Specialist, Senior Associate

State Street Bank
Małopolskie, Kraków
Tydzień temu
17.04.2024

Finance Reporting Manager, Officer

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Operational Risk Senior Expert, Assistant Vice President, Hybrid

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Accounting, Officer

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

AIS Middle Office Operations Specialist

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Compliance Monitoring & Testing Specialist, Officer, Hybrid

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Investment Operation Specialist,Hybrid, Senior Associate

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Compliance Advisory, Assistant Vice President, Hybrid

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Corporate Audit, Officer

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Operational Risk, Assistant Vice President, Hybrid

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Business / Operational Audit, Assistant Vice President

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Corporate Audit, Assistant Vice President

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

Global Mobility and Immigration Compliance Consultant-Assistant Vice President

State Street Bank
Małopolskie, Kraków
Ponad 2 tygodnie temu
09.04.2024

IT Audit for Global Markets, Vice President, Hybrid

State Street Bank
Małopolskie, Kraków
Ponad 3 tygodnie temu
29.03.2024

Sr. Software Engineer, Charles River Development , Assistant Vice President

State Street Bank
Małopolskie, Kraków
Ponad 3 tygodnie temu
28.03.2024

Fund Accountant (Luxembourg and Switzerland), hybrid, Associate 1

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Model Validation Quantitative Analyst, Officer, Hybrid

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Corporate Functions, Markets & Financing Data Privacy Programs AVP

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Compliance Risk Testing Specialist, Officer, Hybrid

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Business Controls, Analytics and Reporting, Global Markets, Officer

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Senior Risk Analyst, Officer, Hybrid

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Principal SWE- Charles River

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Senior Developer- Backend Charles River Development

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

IT Audit - Financial Risk, Officer, Hybrid

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Global Delivery LFO Support, Officer

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024

Quantitative Analyst, Assistant Vice President, Hybrid

State Street Bank
Małopolskie, Kraków
Miesiąc temu
25.03.2024
baza
pracodawców
Pracodawca przyjazny rodzicom

Rekrutują u nas

Reklama