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Model Validation Quantitative Analyst, Assistant Vice President, Hybrid
Who we are looking for Model Validation Quantitative Analyst will join Model Risk Management team in Poland and will be responsible for conducting model validation activities within existing ERM department. The Poland team will cover the models used at State Street 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, Asset Liability Management risk, and term structure models); operational risk; liquidi


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