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Quantitative Risk, AVP at State Street - ApplyBlast

Quantitative Risk, AVP

State Street

9 months ago

3.4 on Glassdoor

Hangzhou, China

Onsite

Full Time

Manager

0 applicants

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About this role

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.

Skills

Qualifications

Master Degree in Quantitative DisciplinePhD Degree in Quantitative DisciplineCFAFRM

About State Street

statestreet.com

Headquarters

Boston, Massachusetts, United States

Company Size

10001+ employees

Founded

1792

View Profile

State Street is a global financial services company offering investment servicing, investment management, markets trading and financing, and data intelligence solutions to institutional clients across 100+ markets. Through its capabilities in custody, accounting, foreign exchange, and proprietary data-driven insights, it helps investors manage risk, access liquidity, and optimize performance. State Street also operates SPDR ETFs and conducts leading market research through its annual Markets Research Retreat.