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Quantitative Risk, Vice President, Hybrid
Lead a team to validate and govern risk models across various business areas.
Krakow, Poland
1 month ago
State Street
State Street provides investment servicing, investment management, investment research and trading services to institutional investors worldwide.
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✨ About The Role
- The role involves leading a team to conduct model validation and governance activities across various risk models.
- The candidate will need to understand and keep abreast of regulatory requirements such as Basel and IFRS9.
- Streamlining existing validation processes to improve execution efficiency is a key responsibility.
- The position requires performing deep analysis on large datasets using statistical analysis or machine learning approaches.
- The candidate will communicate with model developers and business units to relay issues and feedback.
âš¡ Requirements
- The ideal candidate will have management experience leading a team of risk or risk-related professionals.
- A strong background in quantitative finance or quantitative research, ideally within a major bank, is essential.
- Excellent verbal and written communication skills are necessary to effectively articulate ideas and analyses to senior management.
- The candidate should possess strong programming skills in at least one programming language such as R, Python, or MATLAB.
- A hands-on and results-oriented approach is crucial, with a willingness to work on high-priority projects.
About State Street
State Street provides investment servicing, investment management, investment research and trading services to institutional investors worldwide.