- Conducting 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,
- Working with data validation members and information technology professionals to determine model data integrity,
- Performing model validation processes and performing independent model validation of significant models,
- Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing,
- Identifying issues and requiring 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 validation findings via management presentations and regular reports
- Communicating with onsite validators, model owners, model developers and business to relay the issues and feedback and capture the action plans,
- Ensuring quality checks and controls including standardization of assessments and dissemination of feedback across team members.
- Strong verbal and written communication skills, with ability to effectively articulate ideas and analysis to model owners, model developers and senior management,
- Hands-on and results oriented, willingness to work in a position with uneven and high priority project work,
- Willingness and ability to master concepts quickly,
- Ability to gain trust and respect of business partners,
- Able to complete tasks independently and as part of a team to high quality standards.
- PhD in related disciplines or master's degree with extensive business knowledge and strong technical skills (e.g., Statistics, Econometrics, Mathematics, Computer Science or Engineering); CFA, FRM or PRM designation a plus,
- At least 3 years of experience in roles related to quantitative finance or quantitative research oriented to finance (model validation, model development, model audit, ALM, etc.), including model documentation and implementation; exposure to regulatory concerns a plus,
- Strong programming skills in at least one programming language (R, Python, MATLAB, C++, SAS etc.),
- Employee savings plan,
- Life insurance package,
- 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.
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Model Validation Quantitative Analyst, Officer, Hybrid - Krakow, Polska - State Street
Opis
Who we are looking for
Model Validation Quantitative Analyst will join Model Risk Management team in Poland and will be responsible for conducting 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, risk management, and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management, and term structure models); operational 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
As Quantitative Analyst you will be responsible for
What we value
These skills will help you succeed in this role
Education & Preferred Qualifications
We offer
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.
