Quantitative Research Analyst Quantitative Research Analyst …

State Street Corporation
à Burlington, MA, États-Unis
CDI, Plein-temps
Dernière candidature, 28 sept. 20
Competitive
State Street Corporation
à Burlington, MA, États-Unis
CDI, Plein-temps
Dernière candidature, 28 sept. 20
Competitive
State Street Corporation
Quantitative Research Analyst
Quantitative Research Analyst (State Street Bank and Trust Company; Burlington, Massachusetts ): will be responsible for the full life-cycle of modelling including research on modelling methodologies, data analysis, model prototyping, testing, and implementation. The Quantitative Research Analyst will work principally with Python, SQL and Excel. Specific duties include: maintenance and further development of the fixed rate, agency prepay model; research and development of default and prepay models for structured products; and assisting in the preparation of specs, presentations and white papers.

Minimum requirements are: Master's degree, or its equivalent, in Mathematical Finance, or related quantitative field; and 1 year of quantitative modelling experience.

Must have: Proven knowledge of fixed income and derivatives, including analytics; demonstrated experience with prepayment models, in particular for agency MBS; demonstrated experience with Python, SQL and Excel; demonstrated experience with interest rate modeling; demonstrated experience with equity/fixed income factor models; demonstrated experience in database structure/big data field; and proven knowledge of statistics model and risk factor related field. (Unless otherwise specified, State Street is seeking the ability in the skills listed above with no specific amount of years of experience required. All experience can be gained concurrently).

A pply online at statestreet.com/careers . State Street Job ID: R-644821 . An EOE.

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Descriptif de l'entreprise

From technology and product innovation to corporate responsibility and community development, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people - strengthening markets, building communities and creating opportunities for growth.

We owe that longevity to the commitment, expertise and creativity of our employees. Our continued success depends on our ability to attract and develop the best talent in the industry. That's why we're keenly focused on employee development, corporate citizenship and inclusion.

For us, success comes in the mark we make as an organization - for the industry, our clients, our communities and each other.

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