State Street Corporation (NYSE: STT) is the world's leading provider of financial services to institutional investors including investment servicing, investment management, market research and trading. With $28.4 trillion in assets under custody and administration and $2.48 trillion in assets under management State Street operates in 29 countries and more than 100 geographic markets and employs over 29,000 worldwide promoting a culture of excellence.
At the moment we are looking for candidates for
Quantitative Analyst
Location: Krakow
Purpose of the Position
- Provide support for development of credit risk parameter inputs used in State Street's Basel compliance and stress testing exercise
- Under the guidance of senior quants, conduct econometric and statistical analysis of credit/market/operational loss
- Under the guidance of senior quants, perform backtesting, sensitivity testing, and stress testing of model parameters
- Write technical documentation
Qualifications:
- Degree in finance, economics, mathematics, statistics, operational research, or a related field
- One to two years of relevant work experience
- Understanding of multivariate regression and statistics
- Knowledge of a statistical programming language such as SAS, Matlab, Stata, or R
- Experienced in working with large and complex data sets
- Language skills, written and verbal in English
- PC application knowledge and Excelskill-set are necessary
- Demonstrated good communication and interpersonal skills
- Ability to work under time pressure, give accurate and timely delivery
- Pro-active approach, with initiative, detailed oriented and reliability
We offer:
- Challenging and clear career path
- Work in stimulating international environment
- Wide range of competitive benefits
- Comprehensive training and career development program
- Wide scale Corporate Social Responsibility program