Quantitative Risk, AVP

The Quantitative Model Risk Analyst, Assistant Vice President at State Street's Model Validation Group in Hangzhou supports validation and governance of models used for regulatory reporting, economic capital and business decision-making. The role covers models across credit, market, operational risk and AI/ML applications and ensures implementation of model risk governance standards. It contributes to the firm's overall risk management by assessing model robustness and compliance with regulatory expectations.