
Website State Street
Job Description:
This role will be part of the CMA team responsible for both financial and non-financial risk projection. We provide support in the development, deployment, and documentation of tools and methods for assessing various aspects of credit, market, operational, liquidity and compliance risk to State Street.
Job Responsibilities:
- Creatively build analytical tool /models to assist non-financial risk analytics (e.g., operational risk, marketing analytics, AML and compliance analytics, etc.) using conventional and non-conventional techniques (e.g., AI, Machine Learning, Natural Language Processing)
- Perform any other tasks as assigned to support the CMA
- Create actionable, automated reporting tools/packages to assist visualization of results, model implementation and quantitative analytics
- Perform sensitivity analyses to respond to ad hoc inquiries
- Build and enhance a variety of models or advanced analytical tools (e.g., liquidity, deposit, credit risk, interest rate risk) around different BAU purposes and regulations such as Basel III, CCAR and ICAAP
Job Requirements:
- Demonstratable experience with Natural Language Processing and Machine Learning techniques
- 1+ years of experience with any of programming language using one or two of following:
- Python, R, Tableau, Excel and SQL with structured and non-structured data mart
- 1+ years of working experience in quantitative modeling as a key contributor
- Working understanding of various regulations such as Basel III (Credit/Market/Operational Risk), CCAR, Stress Testing and ICAAP
- Ability to understand, visualize and communicate quantitative results to expert and non-expert audiences
- Demonstrated ability to work independently on complex projects as well as the ability to be a team player in a fast-paced, high-energy level environment
- Working knowledge of fixed income market or wholesale credit market, from both quantitative credit or market risk experience
- Masters’ or PhD in Economics, Statistics, Mathematics, Risk Management or related field
Job Details:
Company: State Street
Vacancy Type: Full Time
Job Location: Manchester, MA, US
Application Deadline: N/A
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