Quantitative Analyst, Officer Quantitative Analyst, Officer …

State Street
in Hangzhou, Zhejiang Sheng, China
Permanent, Full time
Be the first to apply
Competitive
State Street
in Hangzhou, Zhejiang Sheng, China
Permanent, Full time
Be the first to apply
Competitive
State Street
Quantitative Analyst, Officer
  • Managing and manipulating large and complex data sets using advanced statistical tools, including data cleaning, representativeness testing, etc.
  • Documenting, defending, and conducting ongoing monitoring of model performance through advanced statistical testing and sensitivity analysis
  • Writing clear technical documentation as well as presenting and defending results to independent Model Validation team, senior management, and regulators
  • Working with the information technology group to document business requirements and to ensure methodologies are accurately implemented in production systems
  • Completing ad hoc assignments as needed
  • Provide quantitative support for the global treasury risk management team
  • Implement and execute models/processes for both BAU and stress testing purposes
  • The quantitative analyst is expected to utilize advanced quantitative techniques to develop credit loss estimation models by directly linking macroeconomic factors to key credit risk drivers based on historical time series data
  • Being a thought leader by bringing creative modeling insights and advanced techniques to bear on complex financial modeling challenges
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