Temat tygodnia
- zobaczcie, co zrobić, żeby handlować na największych rynkach świata, nie inwestując własnych pieniędzy.
Trwa ładowanie. Prosimy o chwilę cierpliwości.
Przeglądana oferta pracy jest nieaktualna
State Street Bank Poland
Data aktualizacji: 2020-01-22
Kraków, małopolskie
Bankowość, IT, Analiza
Data aktualizacji: 2020-01-22
State Street Corporation (NYSE: STT) is the world's leading provider of financial services to institutional investors including investment servicing, investment management, market research and trading. With $28.4 trillion in assets under custody and administration and $2.48 trillion in assets under management State Street operates in 29 countries and more than 100 geographic markets and employs over 29,000 worldwide promoting a culture of excellence.
At the moment we are looking for candidates for
Quantitative Analyst/ Global Treasury Risk Management
Location: Kraków, małopolskie
JOB ID: R-565915
to join the insource organization supporting the State Street EMEA
Why State Street Bank Poland?
Operating in Europe since 1970 State Street services clients in multiple locations. State Street Bank Poland was established in 2007 in Kraków. Today State Street Bank Poland employs over 2000 staff members at three sites across the city. Our Kraków office provides investment fund accounting and related services to clients of multiple State Street locations and business units across Europe. We offer positions in a challenging, rapidly changing and international environment. There are multiple opportunities to gain experience in diverse areas of the investment fund cycle. State Street offers a significant scope for personal growth and career progression. Throughout your career at State Street you will be provided with a wide range of training opportunities and internal mobility options as well as individual development plans, attractive benefits and an excellent remuneration package. The continuous development of our employees from day one is critical as we continually seek to develop and expand the local management team and create future leaders from within.


Support the US team to conduct model development activities for investment portfolio exposures that are compliant with regulatory and internal Model Risk Management guidelines:
- Review of the quantitative methods for risk measurement used in the industry as well as proposed by academia.
- Working with data providers and internal counterparties with subject expertise to determine the development data.
- Preparation of the algorithms and codes used to estimate the model.
- Presentation of the results during workshops with business counterparties and senior management. Application of suggested improvements.
- Assessing the stability and robustness of models by conducting backtesting, benchmarking, sensitivity testing, and stress testing.
- Preparation of model technical documentation and ongoing monitoring plan.
- Cooperation with the information technology professionals during preparation and testing of model implementation.
- Cooperation with Model Risk Management during model validation stage. Incorporation of suggested remediation actions.

Support the US team in providing relevant risk reporting and analytics with respect to investment portfolio exposures

Basic Qualifications:
- Previous experience in independent model development of risk/financial models in banking industry.
- PhD in related disciplines or Master degree with extensive business knowledge and strong technical skills (e.g. Statistics, Econometrics, Mathematics, Computer Science or Engineering).
- 3+ years of programming experience with SAS, R, Matlab, SQL, and Python.
- Good communication skills (verbal and written in English).
- Ability to execute on competing priorities in a timely manner.
- Quick learner.

- Minimum 3 year of experiences in risk management in banking industry.

Desired Qualifications:
- Hands on experience in model development and/or model validation.

- Understanding of fixed income markets and/or consumer/commercial finance

To apply to this position, follow the "apply now" link. To locate this position in our application page, please use the KEYWORD search functionality and insert either the State Street Job ID or the Location.

As a first step we ask all candidates to fill out our online application form. Please enclose the CV in English and remember to save this document without any Polish characteristics also in file name.
Job ID: R-565915 / Location: Kraków, małopolskie