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State Street Corporation
Boston, MA, United States
eFX Quantitative Analyst, Vice President Who we are looking for State Street's electronic foreign exchange offering is a core component of our product range, making markets directly with counterparts, on exchanges and e-trading venues around the globe. Since inception we have sustained a considerable growth trajectory, becoming a significant play
Job Source: State Street CorporationConfidential
Boston, MA, United States
Senior Vice President of Quantitative Research About the Company Fast-growing research firm Industry Research Type Privately Held About the Role The Company is seeking a Senior Vice President of Quantitative Research to lead its growing custom research team. The successful candidate will be responsible for leading the quantitative research depart
Job Source: ConfidentialState Street Corporation
Quincy, MA, United States
VP - Application Security Risk Manager Job Description Who we are looking for We are looking for a highly skilled and experienced Cybersecurity Risk Manager to perform Second line Risk Oversight over State Street's Application Security Program. You will be collaborating with peers in Global Cyber Security to ensure risk are being reduced through
Job Source: State Street CorporationState Street Corporation
Boston, MA, United States
POSITION DESCRIPTION: The Investment Risk position is a senior role within the SSGA ERM Investment Risk team. The candidate will take on a leadership role providing risk oversight for portfolio exposures, covering a range of asset class including equities, cash, fixed income, currency and multi-asset. In addition, the role will involve additional
Job Source: State Street CorporationFactory Mutual Insurance Company
Waltham, MA, United States
Overview : FM Global is a leading property insurer of the world's largest businesses, providing more than one-third of FORTUNE 1000-size companies with engineering-based risk management and property insurance solutions. FM Global helps clients maintain continuity in their business operations by drawing upon state-of-the-art loss-prevention engineer
Job Source: Factory Mutual Insurance CompanyFM Global Gruppe
Waltham, MA, United States
FM Global is a leading property insurer of the world's largest businesses, providing more than one-third of FORTUNE 1000-size companies with engineering-based risk management and property insurance solutions. FM Global helps clients maintain continuity in their business operations by drawing upon state-of-the-art loss-prevention engineering and res
Job Source: FM Global GruppeState Street Corporation
Boston, MA, United States
Quantitative Analyst - Quantitative Risk (State Street Bank and Trust Company; Boston, MA): The Quantitative Analyst-Quantitative Risk position will be responsible for the identification, measurement, monitoring, and mitigation of model risk across the global asset management business. The Quantitative Analyst-Quantitative Risk position will focus
Job Source: State Street CorporationConfidential
Boston, MA, United States
Vice President, Security Risk Services About the Company Top provider of information security & analytics services Industry Computer & Network Security Type Public Company Founded 2000 Employees 1001-5000 Categories Enterprise Software Risk Management Security Information Technology & Services Technology Computer Equipment & Peripherals Computer
Job Source: ConfidentialBoston, MA, United States
Who we are looking for
State Street's Global Model Risk Management (MRM) is seeking a Senior Validation Leader who will lead the Treasury Model Validation Team. The Senior Validation Leader must promote risk excellence culture and understand how the execution of Model Risk Management contributes critically to this key initiative, and have the ability to influence across business line or reporting relationships to obtain the broad consensus required for the success of important MRM initiatives. In addition, the Senior Validation Leader must be capable of establishing the requisite stature, expertise, and overall credibility to successfully manage the validation team of high intellects. This role will report to the Global Head of Model Validation.
What you will be responsible for
As a Senior Validation Leader, you will
Manage a team of 10 quantitative analysts located in US, Germany and Poland.
Form a strong rapport with SST corporate and SSBI business leaders and risk managers to raise on model specific issues.
Provide support for SST corporate and SSBI in meeting the regulatory expectations by providing an effective and robust challenge for the SST and SSBI models serving a regulatory purpose.
Responsible for addressing internal/external Audit, Federal Reserve Board (FRB) and European Central Bank (ECB) inquiries on model validations performed in her/his space.
Work closely with the Global Head of Model Validation to develop strategies that apply innovative thinking to transform and reengineer the current operating model and spearhead the execution of these strategies
Recruit, train, and mentor the MVG staff, while fostering an environment of open challenge and debate
Manage co-sourcing resources, integrate consulting resources into the MVG teams.
What we value
These skills will help you succeed in this role
Deep understanding of regulatory requirements on Comprehensive Capital and Analysis Review (CCAR) framework.
Deep understanding of regulatory requirements on the Internal Capital Adequacy Assessment Process (ICAAP) and ECB/EBA Stress Testing Framework
Past experience in communicating with regulators (FRB and preferably with ECB).
Model development/validation experience in the areas of market/credit risk, asset valuation, term structure modeling, structured securities (e.g US/European/Australian MBS, CMBS, CLO, ABS), value-at-risk, balance sheet modeling, deposit modeling, stress testing, etc.
Validation experience in vendor models and balance-sheet management software.
Working knowledge of financial markets and products
Strong written/ verbal communication skills and leadership/management skills
Ability to break down silo and work across multiple business lines and locations
Good project management skills exemplified by the ability to work independently on multiple projects and meet deadlines
Education & Preferred Qualifications
MS or PhD in Finance, Economics, Financial Engineering, Statistics, Math, or related field; 5+ years of model validation or relevant experience in a financial services firm
Excellent quantitative modeling, analytical, research, and programming skills (e.g., MATLAB, R, Python, SAS, Stata, SQL)
Working knowledge of IntexCalc.
Working knowledge of Quantitative Risk Management (QRM) balancesheet management software with its term-structure and credit modules.
Deep knowledge of theoretical and empirical finance across a broad range of products and asset classes
Salary Range:
$120.000 - $202.500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
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Email Alert for Quantitative Risk, Vice President jobs in Boston, MA, United States
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