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OUR COMPANY: Our bank is the world's leading provider of financial services to institutional investors including investment servicing, investment management and investment research and trading. With $28.19 trillion in assets under custody and administration and $2.45 trillion in assets under management as of December 31, 2014, the bank operates globally in more than 100 geographic markets and employs 29,970 worldwide.
TEAM DESCRIPTION: The goal of ERM department is to ensure that State Street's risks are proactively identified, well-understood, and prudently managed in support of our business strategy. As such, ERM provides risk oversight, support, and coordination to ensure consistent identification, measurement and management of all risks possible in providing products and services to our clients.
Global Treasury Risk Management (GTRM) acts as the business-aligned risk function focused on these responsibilities for the activities of the Global Treasury (GT) department, inclusive of the Credit Risk Management team.
The GTRM team is responsible for the portfolio credit risk oversight and control of the global investment portfolio, including other-than-temporary-impairment assessment, bottom-up stress tests, credit risk measurement and analytics, concentration risk measurement and monitoring, portfolio credit limits monitoring and approval/exception analysis, SFA/SSFA modeling, as well as various regulatory and management reporting.
JOB QUALIFICATIONS: As a member of the team you will be building Hadoop based platform for Risk Management, conducting model implementations and framework development activities for investment portfolio exposures that are compliant with regulatory and internal Model Risk Management guidelines:
Cooperation with the quantitative team during preparation and testing of model implementations.
Responsible for creating production-level code.
Support the US based teams in transition to Hadoop environment
Preparation of technical documentation and the implementation plan.
Cooperation with Model Risk Management during model validation stage. Incorporation of suggested remediation actions.
Presentation of the results during workshops with business counterparties and senior management.
JOB REQUIREMENTS: Basic Qualifications:
Master degree with strong technical skills (Computer Science, Software Engineering).
Ability to write a production-level code.
3+ years of programming experience with Python
Knowledge of following programming languages would be an asset: SAS, R, Matlab, SQL
Understanding of Distributed Systems (Hadoop Ecosystem).
Experience with Spark (pyspark, sparklyr).
Understanding of Unix Ecosystem, Unix Tools (Putty, WinScp) and Unix Commands.
Good communication skills (verbal and written in English).
Agile mindset and willingness to learn, share knowledge and collaborate with others.
Ability to execute on competing priorities in a timely manner.
Employee savings plan
Premium life insurance package
VIP medical package
International operating environment
Soft skills trainings
Development sessions with a mentor
Diversity of opportunities across a range of challenging and highly complex activities