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Quantitative Analyst – Model Validation, Officer

  • Wymiar czasu: pełny
  • lokalizacja: Kraków
  • Data ważności oferty: 16.04.2021
State Street Bank

Quantitative Analyst – Model Validation, Officer

Krakow, Poland

Who we are looking for

Model Validation Quantitative Analyst will report to the head of Model Risk Management in Poland, and will be responsible of supporting the US team to conduct model validation activities within existing ERM department. The Poland team will cover the models used at State Street to make business and operating decisions—most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including credit risk (e.g., probability of default, loss given default, exposure measurement); credit risk for structured products (including ABS, RMBS, CBMS, CLO, etc.), market risk (e.g., value at risk models, counterparty credit risk, ); liquidity risk and asset management.

Why this role is important to us

The team you will be joining plays an important role in the overall success of the organization. Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. To make that happen we need teams like yours to help navigate employees and the organization as a whole. In your role you will strive for cutting-edge solutions, that are straightforward and scalable. You will help us build resilience and execute day to day deliverables at our best.

Join us if making your mark in the financial services industry from day one is a challenge you are up for.

What you will be responsible for

  • Supporting the US team to conduct model validation activities and ensure model risks are correctly identified, assessed, and captured:
  • Assessing model theory and model assumptions as well as considering model methods and potential options.
  • Testing and confirming model results by using documented procedures for running the model(s).
  • Reviewing code documentation for proper model implementation, including the possible simulation of results.
  • Determining model data integrity
  • Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing.
  • Making recommendations and suggesting improvements related to the applicability of the different models assessed in meeting their objectives.
  • Ensuring compliance with the regulatory (SR11-7) and State Street quality requirements for model risk.
  • Delivering the validation findings via management presentations and validation reports.
  • Communicating with onsite validators, model developers and business to relay the issues and feedback and capture the action plans.
  • Ensuring quality checks and controls for models are in place.

What we value

  • These skills will help you succeed in this role
  • Programming experience with R, Python, Matlab SA
  • Previous experience in model development and/or validation desirably
  • Good communication skills (verbal and written in English).
  • Ability to execute on competing priorities in a timely manner.
  • Quick learner
  • Experiences in risk management in banking industry is preferred.

Education & Preferred Qualifications

  • PhD in related disciplines or Master degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering).
  • Senior positions require 2-3 years of work experience in a financial services firm on a model validation/development team

We offer

  • Employee savings plan;
  • Premium life insurance package;
  • VIP medical package;
  • International operating environment;
  • Language classes;
  • Soft skills trainings;
  • Technical workshops;
  • Development sessions with a mentor;
  • Diversity of opportunities across a range of challenging and highly complex activities;
  • 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

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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...

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