Treasury - Quantititative Modeling Analyst _ Emerging Lead Treasury - Quantititative Modeling Analyst _  …

State Street
à Bangalore, Karnataka, Inde
CDI, Plein-temps
Soyez parmi les premiers à postuler
State Street
à Bangalore, Karnataka, Inde
CDI, Plein-temps
Soyez parmi les premiers à postuler
State Street
Treasury - Quantititative Modeling Analyst _ Emerging Lead
Functional Job Title : Finance CoE-Treasury -Quantitative Analytics
Reports to : Finance COE AVP/VP
Department/ Division : Finance CoE, Global Treasury,Quantitative Analytics

Basic Purpose of Job:
State Street Corporation is the world's leading provider of financial services to institutional investors, including investment servicing, investment management and investment research and trading. State Street operates in more than 100 geographic markets worldwide, with over $28.8 trillion in assets under custody and administration and over $2.5 trillion in assets under management at December 31, 2016.
Global Treasury's mission is to manage the balance sheet of State Street while seeking to optimize net interest income (NII) within our risk appetite. Treasury Quantitative Analytics is responsible for in depth quantitative modeling that represents the complex interaction of global markets, customer behavior, and regulatory oversight in coordination with business partners across business units, Finance, and Treasury (including Asset/Liability Management (ALM), Global Liquidity Risk Management, and Capital Management). The Group supports key regulatory initiatives and requirements including, CCAR/DFAST, Recovery & Resolution Planning (RRP) and various liquidity regulatory requirements.
The successful candidate is a team player who demonstrates intellectual credibility, has relevant large financial institution experience and can deliver clear, well-structured analysis and other communications (including reporting on model performance, presentations, technical documents, etc.) appropriate to the particular audience, including regulators.

Responsibilities & Tasks Include: You will support development and maintenance of advanced quantitative models and tools that enable management to make informed decisions with respect to changes in liquidity, interest rate risk, income, and capital. Key responsibilities include:
  • Support development of quantitative methodologies using advanced statistical tools and analysis
  • Bringing creative modeling insights and the most advanced quantitative and statistical techniques to bear on complex financial modeling challenges including:, mortgage and other asset prepayment risk, yield curve dynamics, deposit behavior, and Funds Transfer Pricing (FTP) dynamics and PPNR stress testing
  • Ensuring proper modeling of asset products within the QRM ALM system and advancing market calibration methodologies with respect to interest rates, spreads, and volatility
  • Leverage extensive theoretical and practical knowledge of advanced data management methods and algorithms, understanding their utility and in different problem domains, and evaluating pitfalls
  • Write concise technical documentation, presenting & defending results to independent Model Validation team, senior management, and regulators
  • Work with business units / business owners to understand modeling requirementsWrite technical documentation, present and defend results to management, internal clients and other key constituents, and independent Model Validation team
  • Work with the information technology group to document business requirements and to ensure methodologies are accurately implemented in production systems
  • Develop technology solutions for model performance monitoring and backtesting and to integrate new models into ongoing monitoring and backtesting framework
Job Requirements: Education and Experience:
  • Advanced degree in math, economics, statistics, or a related field
  • Candidates with FRM/FRM background preferred
  • 3 to 5+ years quantitative modeling aptitude/experience in financial institutions, with modeling experience across rates and structured credit and/or regression and other econometric techniques
Skills/ Knowledge:
  • Advanced programming proficiency in R, SAS, Matlab, Python and/or SQL
  • Strong control mindset, with proficiency in developing, evaluating and testing internal controls
  • Strong project management and time management skills and a demonstrated ability to work independently on complex projects
  • Strong verbal and written communication skills
  • Strong working knowledge of global financial systems and markets, including asset management, trading, and interest rate and liquidity risk, with knowledge of newer banking regulations preferredProficiency in Excel, programming languages a plus
  • Ability to communicate complex concepts to broad audiences, with strong verbal and written communication skills
  • Hands on experience in QRM or good understanding in QRM or any related platform is preferred