State Street Model Validation组招高级助理(杭州)

State Street Corporation为全球最大的托管银行和最大的资产管理公司之一,在金融资产服务业方面处于全球领先地位。现该公司由科大校友 Cynthia Wang(9103)负责的 Model Validation团队面向专业与该领域相关的硕士、博士招募高级助理,欢迎科大校友应聘。办公地点为杭州。详见下文:


The Model Validation team in Hangzhou, China will cover the models used at State Street to make business and operating decisions—most notably regulatory and economic capital models, as well as insuring the implementation of Model Risk Governance Program guidelines and requirements. These models are in areas including wholesale credit risk (e.g., probability of default, loss given default, exposure measurement, and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management risk, and terms structure models); and operational risk. The position will be located in Hangzhou, China.

JOB REQUIREMENTS for Senior Associate:

Basic Qualifications:

§  PhD or Master degree in related disciplines (e.g. Finance, Statistics, Econometrics, Mathematics, Physics, Computer Science or Engineering)

§  Experience in developing statistical/mathematical models during course work, course projects.

§  Ability to communicate in English (verbal and written)

§   Willing to learn and ability to execute on project in a timely manner.

§  Proficient in one or more programming languages, such as SAS, R, Stata, Matlab, Python, VBA.

Desired Qualifications:

 §  Some knowledge of financial markets and products.

 §  Experience in model development and/or model validation in banking industry.

 §  Ability to take initiative and meet deadlines.

JOB QUALIFICATIONS for Senior Associate:

§   Work with team members in Hangzhou under the supervision of the model validation lead in China, and support the US team to conduct model validation activities

§   Responsibilities include ensuring that model risks are correctly identified, assessed, and captured:

o Assessing model theory and model assumptions as well as considering model methods and potential options.

o Testing and confirming model results by using documented procedures for running the model(s).

o Reviewing code documentation for proper model implementation, including the possible simulation of results.

o Working with data validation members and information technology professionals to determine model data integrity.

o Performing model validation processes and performing independent model validation of significant models.

o Assessing the stability and robustness of models by conducting backtesting, sensitivity testing, and stress testing.

o Making recommendations and suggesting improvements related to the applicability of the different models assessed in meeting their objectives.

o Ensure compliance with the regulatory (SR11-7) and State Street quality requirements for model risk.

o Deliver the validation findings via management presentations and regular reports.

o Communicate with onsite validators, model developers and business to relay the issues and feedback and capture the action plans.

o Ensure quality checks and controls including standardization of assessments and dissemination of feedback across team members.

LOCATION: HangZhou, China



State Street Corporation (NYSE: STT) is the world's leading provider of financial services to institutional investors including investment servicing, investment management and investment research and trading. With $28.19 trillion in assets under custody and administration and $2.45 trillion in assets under management as of December 31, 2014, State Street operates globally in more than 100 geographic markets and employs 29,970 worldwide. For more information, visit State Street's website at

We’re a company that insists on, and rewards, performance excellence. We know our success hinges on attracting the best people to join us — people like you. State Street supports flexible work arrangements where determined feasible, consistent with business and operational needs. Subject to an individualized assessment of these considerations, roles may be identified as potentially suited for a flexible work arrangement. Requests for a flexible work arrangement can be made upon hire. All employees at State Street have the ability to request flexible work arrangements, with the final decision based solely on business discretion and subject to management approval.

State Street is an Affirmative Action/Equal Opportunity Employer. Applicants are considered for all positions without regard to race, color, religion, national origin, ancestry, ethnicity, age, disability, sexual orientation, gender, gender identity, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status or other characteristics protected by applicable law.

2016-06-16 上一篇: 北京九方宽客科技有限公司(筹)招聘创始员工 下一篇: 科大讯飞股份有限公司招聘