State Street - Model Risk Analyst - Quant Equities

State Street Global Advisors is the asset management business of State Street Corporation, one of the world's leading providers of financial services to institutional investors with over $3.9 trillion in assets under management and a heritage dating back over two centuries. Backed by the strength and stability of the State Street organization, SSGA makes continual investments in asset management and client servicing platforms, resulting in a client-focused, solutions-driven orientation.

Responsibilities :

- Assist AQE and GEBS team in timely submission of all Model Risk Management related deliverables (periodic/annual reviews, model changes etc).

- Develop know-how of Model Risk Governance System and validation process for different stages of model lifecycle (new model development, model changes, model retirement, model monitoring)

- Support visualization efforts (Tableau) for AQE team working closely portfolio managers and researchers

- Contribute to enhancement of AQE research infrastructure (AQE Lib & AQE DB)

- Responsibilities can be expanded over the time to incorporate research projects

Qualifications :

- A Bachelor's degree in engineering and sciences is required; advanced degree (MBA, MA, or MS) or CFA is preferred

- At least 5 years of investment experience is required, preferably with knowledge of factor research either through active quantitative research, smart beta/risk premia research.

- Strong quantitative skills are required. Knowledge of statistical packages (preferably Python or R) and SQL is highly recommended. Experience dealing with large data sets is preferred.

- Familiarity with visualization tools like Tableau is preferred.

- Good communications skills and strong process, organizational, time and project management skills are necessary