Job Views:  
4658
Applications:  141
Recruiter Actions:  11

Job Code

563201

State Street - Quantitative Risk Management/Quant Developer

3 - 7 Years.Bangalore
Posted 6 years ago
Posted 6 years ago

- Work closely with Treasury business units to understand business needs and determine appropriate modeling approaches on the Quantitative Risk Management (QRM) ALM platform

- Implement appropriate financial models within QRM for banking products and securities

- Serve as liaison with third party software vendors and internal modelers to ensure proper modeling and system support

- Stay up to date on market developments and product modeling trends and ensure these are reflected in QRM modeling

- Develop interfaces between QRM and internally developed models, data & platforms

- Test and confirm that QRM models produce representative results including attribution of model variances

- Become a subject matter expert on QRM architecture

- Complete ad-hoc assignments as needed, and demonstrate willingness to work collaboratively with other team members to meet departmental objectives on or ahead of schedule

Qualifications:

- Advanced degree in quantitative discipline or related field

- 3+ years quantitative experience in large financial institutions with aptitude/skills and experience modeling complex financial instruments and banking products in ALM platforms

- Experience working with the Quantitative Risk Management (QRM) or similar asset/liability management software, with strong preference given towards experience in interest rate risk

- Experience working with third party software vendors and internal IT staff to ensure appropriate implementation of QRM and modeling solutions

- Project and time management skills, and a demonstrated ability to work independently or collaboratively on complex projects

- Strong verbal and written communication skills

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Job Views:  
4658
Applications:  141
Recruiter Actions:  11

Job Code

563201

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