Quantitative Analyst, Officer

STATE STREET

Poland
Minimum: zł132,000 annual; bonus/equity: discretio...
Onsite
Master's or phd in finance or mathematics
Strong knowledge of theoretical and empirical finance
Programming skills in r, python, sas, stata, sql
The role involves conducting model validation activities for areas including interest rate risk, market risk, and asset liability management

Job Summary

  • The role involves conducting model validation activities for areas including interest rate risk, market risk, and asset liability management.
  • Candidates will ensure compliance with regulatory guidelines such as SR11-7 while performing independent model validation of significant models.
  • State Street offers a comprehensive benefits package including medical care, insurance, savings plans, and flexible work programs.

Matching Summary

The role involves conducting model validation activities for areas including interest rate risk, market risk, and asset liability management.

Salary

Minimum: zł132,000 Annual; Bonus/Equity: Discretionary annual performance-based awards available; Benefits: Medical package, life insurance, pension plan, paid volunteer days

Skills & Requirements

Must-have

  • Master's or PhD in Finance or Mathematics
  • Strong knowledge of theoretical and empirical finance
  • Programming skills in R, Python, SAS, Stata, SQL
  • Experience in model validation or quantitative finance
  • Understanding of SR11-7 regulatory requirements

Nice-to-have

  • CFA, FRM or PRM designation
  • Excellent verbal and written communication skills
  • Ability to work independently and as part of a team
  • Willingness to master concepts quickly
  • Hands-on and results oriented approach

Key Requirements

  • Master's or PhD degree required
  • 1-2 years of experience in model validation
  • CFA, FRM or PRM designation preferred

Work Rights

Not specified

Tailored Resume

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