- This role is expected to support the end-to-end process of data analysis, model implementation, result analysis, and ongoing monitoring of scenario and deposits models;
- Provide support for development and documentation of parameter inputs used in SSC's CCAR, Basel, Liquidity Stressed Testing, deposits forecasting and etc.
- Conduct econometric, behavioral and statistical analysis of scenario design and deposits modeling
- Perform back-testing, sensitivity analysis, and stress testing of model parameters
- Critically review regulatory mandates and develop methods to estimate model parameters that meet regulatory requirements
- Produce technical documents and present results to internal (senior management and business experts) and external (regulators) audience
- Work with the information technology group to document business requirements and facilitate seamless deployment in production environment
- Work closely with business units outside CMAO to ensure that quantitative models truly reflect SSC's risk profile and business practices
- Master's degree from top ranked universities required (preferably in financial engineering economics, computer science, mathematical finance, and etc.), PhD from top ranked university preferred
- 5+ years of solid model, object-oriented or functional programming and design experience (Python, R, SQL and etc.).
- Behavioral, regression, simulation and other modeling experience
- Solid background in mathematics including but not limited to statistics, probability theory, linear algebra, stochastic calculus, etc.
- Familiarity with major financial instruments, market data, investment and risk management concept is a plus
- A demonstrated ability to work independently on complex projects as well as the ability to manage projects/key stake holders in a fast-paced, high-energy level environment
- Excellent work ethics
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Quantitative Analyst, Assistant Vice President - Hangzhou, 中国 - State Street
描述
Job Description
The Quantitative Analyst, Assistant Vice President position is in Hangzhou, China. As a member of the CMAO team, this individual must have hands-on experience in modeling with strong programming skills, and possess excellent verbal and written communication skills for interactions within CMAO as well as with internal and external stakeholders including global business partners (e.g. Model Validation team, Global Treasury team and etc.).
Primary Responsibilities
Qualifications
