full-time
Senior Quantitative Analyst, Model Risk Management, VP
State Street
- Employer
- State Street
- Location
- Munich, Bavaria, Germany
- Working pattern
- on-site
About the role
Lead end-to-end model validation engagements for Treasury and risk management models while providing independent challenge to stakeholders. Mentor a team of junior analysts and present complex quantitative findings to senior management and governance committees. Requires a Master's degree or PhD in a quantitative discipline and at least 5 years of experience in model validation or risk management. Proficiency in analytical tools like Python, R, or SQL is essential, along with strong communication and leadership skills.