组里人好事少从此愉快告别996！
【美国道富量化风险管理组急招2人】应届或者有工作经验的皆可，有推荐可直接发简历cjin4@statestreet.com，工作环境友好自由可在家办公，老板人好心善，工作要求如下：
1. 研究生以上学历，偏向专业为量化金融、金融工程、数学、统计、电子/计算机专业（需要基础金融知识及较强的编程基础）
2. 工作地点在杭州，工作语言为英文，要求有较强的读写能力和听说能力；
福利待遇良好，社保公积金按最高比例缴纳，周末双休，每年15/20天年假，1天生日假，弹性工作时间，每周可在家办公2-3天，工资可谈
具体工作介绍和要求请见下文
Job Description
Our Company
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 over 30 trillion in assets under custody and administration and 2.8 trillion in assets under management as of June 30, 2015, State Street Corporation (SSC) operates globally in more than 100 geographic markets and over 31,000 employees worldwide. For more information, visit SSC's website at www.statestreet.com.
Promoting a culture of excellence
With more than 31,000 employees across 29 countries, at SSC, our people are our greatest asset. We recognize that highly skilled, engaged and productive employees are essential to our success. Our company values reflect our commitment to employee engagement, Global Inclusion and corporate social responsibility — to help you build a fulfilling career. Around the world, we aim to be an employer of choice by offering competitive compensation and benefits, personal and professional development opportunities, and a work environment that promotes a diverse array of people, ideas and skills. We’re a company that insists on, and rewards, performance excellence. We know our success hinges on attracting the best people to join us (i.e. people like you).
Job Description
The Risk Analytics (RA) team provides support in the development, deployment, and documentation of tools and methods for assessing various aspects of market, credit, operational, and liquidity risk for SSC. The team’s work is focused on building models to support SSC’s application of the advanced internal ratings-based (AIRB) approach to risk measurement under Basel III, ALLL (Allowance for Loan and Lease Losses), and CCAR (Comprehensive Capital Analysis and Review). Application of the AIRB approach and CCAR will provide estimates of SSC’s capital requirements. The capital estimates support a variety of management objectives including developing regulatory reports, improving risk management, enhancing risk reporting, and allocating capital to business units.
Responsibilities
The incumbents are expected to develop and implement statistical models that cover the following major areas:
o Wholesale credit risk includeing probability of default, loss given default, exposure at default
o Provide support for development and documentation of parameter inputs used in SSC’s Basel compliance and stress testing exercise
o Conduct econometric and statistical analysis of credit/market/operational risk
o Perform backtesting, sensitivity analysis, and stress testing of model parameters
o Critically review regulatory mandates and develop methods to estimate model parameters that meet regulatory requirements
o Produce technical documents and present results to internal (senior management and business experts) and external (regulators) audience
o Work with the information technology group to document business requirements and facilitate seamless deployment in production environment
o Complete ad hoc assignments in the general areas of risk management and measurement
o Support ECB (European Central Bank) mandate by through model development and supporting analytics
o Work closely with business units outside RA to ensure that quantitative models truly reflect SSC’s risk profile and business practices
Qualifications
o Advanced degree in finance, economics, mathematics, statistics, operational research, or a related field and one to two years of relevant work experience
o Strong written and verbal English communication skills
o In-depth understanding of multivariate statistics
o Knowledge of a statistical programming language such as R, SAS, Matlab or Python
o Experienced in working with large and complex data sets
o Understand fat tail statistical distribution and associated estimation methods
o Good project management skills and a demonstrated ability to work independently on complex projects
o Knowledge of Basel and stress test regulations is preferable
o Relevant industry experience in banking sector risk management is a plus
————————————
组里急招，需在年底前入职，刚毕业或是具有一两年工作经验的同学都可以考虑一下我们组
个人理解的优势是big name + wlb，我们组是全世界内wholesale quant risk做得相对比较好的组，同时公司是世界上最大的托管银行及第三大的资产管理公司；工作一般情况下不加班；年假比较足
劣势是个人认为薪资相较互联网不具有特别大的竞争力；因为主要做的是美国方面的工作，在国内无法有效建立人脉关系
--
FROM 124.90.58.*