JOE - December 2013

 
State Street Bank and Trust
Enterprise Risk Management
Risk Analytics
Quantitative Analyst, AVP
 
Position Title/Short Description
Title: Quantitative Analyst, AVP
Section: 5 -- Full-Time Nonacademic
Location: Boston, MA, USA
JEL Classifications:
C5 -- Econometric Modeling
G1 -- General Financial Markets
G2 -- Financial Institutions and Services
G3 -- Corporate Finance and Governance
Deadline Date: 03/1/2014

JOE ID Number: 201312_398749

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Full Text of JOE Listing:
The incumbent will be a member of the Risk Analytics group, which is responsible for developing quantitative methodologies to measure credit, operational, and other risks for regulatory capital calculation under Basel II and is expected to develop quantitative models to measure PD, LGD, or operational risk.

Specific duties include the following:
-- Evaluating the pros and cons of alternative statistical and econometric modeling methodologies and selecting the best approaches that comply with applicable regulations.
-- Managing large and complex data sets using statistical tools and database technologies.
-- Writing technical documentation.
-- Presenting results of work to senior management.
-- Interacting with various internal and external stakeholders including the business areas, Corporate Audit, Model Validation, Finance, and the Federal Reserve Board.

Qualifications
-- Advanced degree in finance, economics, statistics, or a related field and 2 to 4 years of relevant work experience (relevant PhD degree can substitute for some or all of the work experience).
-- In-depth understanding of multivariate statistics.
-- Experience modeling credit risk for financial institutions.
-- Knowledge of a statistical or analytical modeling language such as Matlab, SAS, Stata, or R.
-- Experience working with large and complex data sets.
-- Strong written and verbal communication skills.
-- Knowledge of operational risk is a plus.
Application Instructions:

http://bit.ly/TAytPI search #83519

Online Application URL: http://bit.ly/TAytPI

Note: This employer requires online Application.

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