Assistant Global Quantitative Analyst/Vice President Assistant Global Quantitative Analyst/Vice  …

State Street Bank
in Boston, MA, United States
Permanent, Full time
Last application, 13 Feb 20
Competitive
State Street Bank
in Boston, MA, United States
Permanent, Full time
Last application, 13 Feb 20
Competitive
Assistant Global Quantitative Analyst/Vice President
Quantitative Analyst, Global Markets, Assistant Vice President Boston, Massachusetts/en-US/Global/job/Boston-Massachusetts/Quantitative-Analyst--Global-Markets--Assistant-Vice-President_R-634392-1/apply

We are looking for a Quantitative Analyst to support in capital, risk, regulatory, and profitability optimization. Organizationally, the Quantitative Analyst will be part of a team that is responsible for Risk and Capital Optimization in State Streets Global Markets department. Reporting to the head of Business Analytics, the analyst is expected to help develop quantitative optimization strategies and visualizations/reporting for various areas of the business.

Key Responsibilities:

  • Build and enhance models around different regulations such as Basel III, CCAR and SCCL.
  • Develop primary and benchmark forecasting models for annual CCAR exercise.
  • Create actionable tools and reporting to assist Trading.
  • Perform what-if and sensitivity analyses to respond to ad hoc inquiries.
  • Create and automate reporting packages that visualize analysis results and scenarios for traders, risk managers, and Senior Management.
  • Perform any other tasks as assigned to support the Global Markets.

Education/Qualifications:

  • Masters Degree in Economics, Statistics, Mathematics or related field.
  • 3-5 years of experience in optimization and modeling complex problems
  • Sound understanding of various regulations such as Basel III, CCAR, Stress Testing and SCCL.
  • Ability to understand, visualize and communicate quantitative results to expert and non-expert audiences.
  • Ability to work under pressure and tight deadlines.
  • Experience with MATLAB, Python, R, Qlik, Excel with VBA and SQL.
  • Familiarity with structure and functioning of global Securities Lending markets is a strong plus.
  • Professional designations (CFA, FRM) preferred but not required.
Posted 3 Days AgoFull timeR-634392

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