Quantitative Risk, Srassc

STATE STREET

Hangzhou, China
Strong analytical and quantitative mindset
Proficient in python, r, or matlab programming
Master's degree in quantitative discipline
This role involves performing independent quantitative validation of models used for business decisions across credit, market, and AI domains

Job Summary

  • This role involves performing independent quantitative validation of models used for business decisions across credit, market, and AI domains.
  • The successful candidate will apply statistical analysis and machine learning approaches to assess model performance and data integrity.
  • State Street offers inclusive development opportunities, flexible work-life support, and vibrant employee networks to foster a valued environment.

Matching Summary

This role involves performing independent quantitative validation of models used for business decisions across credit, market, and AI domains.

Skills & Requirements

Must-have

  • Strong analytical and quantitative mindset
  • Proficient in Python, R, or Matlab programming
  • Master's degree in quantitative discipline

Nice-to-have

  • Self-assured and motivated individual
  • Clear and effective communication style
  • Understanding of Basel stress testing regulations

Key Requirements

  • Master's degree in Statistics, Economics, Mathematics, or Computer Science
  • Prior internship or academic project experience in quantitative analytics
  • Demonstrated understanding of credit risk or market risk topics

Work Rights

Not specified

Tailored Resume

Cover Letter