Pracodawca zakończył rekrutację na to ogłoszenie
JOB DESCRIPTION
Model Validation Quantitative Analyst will report to the head of Model Risk Management in Poland, and will be responsible of supporting the US team to conduct 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 and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including credit risk (e.g., probability of default, loss given default, exposure measurement); credit risk for structured products (including ABS, RMBS, CBMS, CLO, etc.), market risk (e.g., value at risk models, counterparty credit risk, ); liquidity risk and asset management.
Support the US team to conduct model validation activities and ensure model risks are correctly identified, assessed, and captured:
Basic Qualifications:
Desired Qualifications:
We offer:
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