Hybrid Markets Quantitative Analyst - Model Risk

State Street; United States; Hybride; USD 70 000 - 119 000; Plein temps

Avantages offerts par ce poste

401K with company match

Health insurance

Paid time off

Employee Assistance Program

Bonus eligibility

Résumé du poste

State Street Markets is seeking a Markets Quantitative Analyst, Officer to join the SSM Model Risk team in Boston. You will support model owners with statistical analyses, back-testing, and documentation to ensure robust model validation.

Hybrid work is available; strong programming in Python, R or MATLAB is required, plus knowledge of securities, derivatives and regulatory expectations. A graduate degree in a quantitative field is preferred with 0–3 years of experience.

Qualifications

• Graduate degree in a quantitative discipline such as Financial Mathematics or Statistics.
• 0-3 years of experience in the model risk field preferred.
• Advanced programming in Python, R or MATLAB.
• Intermediate VBA and Java experience is a plus.

Responsabilités

• Support model owners in statistical and financial modeling and deliverables.
• Conduct benchmarking and back-testing techniques for models.
• Identify model risks by stress-testing inputs and parameters.
• Collaborate on ongoing monitoring plans and documentation.

Connaissances

Quantitative analysis

Financial markets knowledge

Communication skills

Multitasking

Formation

Graduate degree in quantitative discipline

Outils

Python

R

MATLAB

VBA

Java

Description du poste

State Street Markets is seeking a Markets Quantitative Analyst, Officer to join the SSM Model Risk team in Boston. You will support model owners with statistical analyses, back-testing, and documentation to ensure robust model validation.

Hybrid work is available; strong programming in Python, R or MATLAB is required, plus knowledge of securities, derivatives and regulatory expectations. A graduate degree in a quantitative field is preferred with 0–3 years of experience.