Quantitative Analyst, Officer

State Street UK

Poland
Minimum: zł132,000 annual; bonus/equity: discretio...
Onsite
Master's or phd in finance or mathematics
Strong knowledge of theoretical finance
Proficiency in r, python, sas, stata, sql
The role involves conducting independent model validation activities to ensure model risks are correctly identified and captured across various asset classes

Job Summary

  • The role involves conducting independent model validation activities to ensure model risks are correctly identified and captured across various asset classes.
  • Candidates will be responsible for assessing model theory, testing results, and ensuring compliance with regulatory standards like SR11-7.
  • State Street offers a comprehensive benefits package including gold medical coverage, private pension plans, and extensive development programs.

Matching Summary

The role involves conducting independent model validation activities to ensure model risks are correctly identified and captured across various asset classes.

Salary

Minimum: zł132,000 Annual; Bonus/Equity: Discretionary annual performance-based awards available; Benefits: Medical package, life insurance, savings plan, additional holidays

Skills & Requirements

Must-have

  • Master's or PhD in Finance or Mathematics
  • Strong knowledge of theoretical finance
  • Proficiency in R, Python, SAS, Stata, SQL
  • Experience with model validation processes
  • Ability to conduct backtesting and stress testing

Nice-to-have

  • CFA, FRM, or PRM designation
  • 1-2 years experience in quantitative finance
  • Excellent verbal and written communication skills
  • Willingness to work on high priority projects
  • Ability to gain trust of business partners

Key Requirements

  • Master's or PhD degree required
  • 1-2 years relevant experience preferred
  • CFA, FRM, or PRM designation a plus

Work Rights

Not specified

Tailored Resume

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