Quantitative Risk, Srassc

State Street UK

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

Job Summary

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

Skills & Requirements

Must-have

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

Nice-to-have

  • Understanding of Basel regulations and stress testing
  • Experience with credit or market risk modeling
  • CFA or FRM certification
  • Ability to automate analytical processes

Key Requirements

  • Master's degree in Statistics, Economics, Mathematics, or Computer Science
  • Proficiency in programming languages like Python, R, or Matlab
  • Demonstrated understanding of quantitative analytics topics

Work Rights

Not specified

Tailored Resume

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