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Quantitative Analyst, Assistant Vice President, Hybrid
Who we are looking for Model Validation Quantitative Analyst will join Model Validation Team at State Street International Bank (SSBI) and will be responsible for conducting model validation activities within existing ERM department. The validation team while covering the models used at SSBI will also be supporting the Model Validation team globally 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,


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