[实习信息]美国道富银行杭州量化风险分析团队招聘多名实习生

道富银行是全球领先的金融服务机构，在全球100多个 地区开展包括投资管理，证券借贷和托管在类的多项业务。道富银行总部位于美国波士顿，拥有全球超过3万名员工，是美国资产排名前十的金融机构。 道富银行公司风险管理部（Enterprise Risk Management）负责总部及全球各分公司的风险管理，其中的风险分析团队（Risk Analytics， RA）负责研究和开发各类风险量化管理模型和工具，涵盖市场风险、信用风险、营运风险等。RA团队设于波士顿总部，其领导都是在美国金融市场拥有十年以上 经验的行业精英，其量化金融分析师大多拥有经济、金融、数学、物理、IT等学科的美国顶级学校博士学位。杭州RA团队会跟美国波士顿的Risk团队一起合作，现招聘多名员工：

1. 要求研究生以上学历，博士优先，金融，数学，电子/计算机专业（需要基础金融知识）

2.实习地点在杭州，实习期间表现优秀者毕业可优先发放offer

3.在读博士生或可长期实习者优先考虑

4. 如对岗位感兴趣，请以“姓名-学校-专业”格式发送简历至Ljiang@statestreet.com

简历投递截至2017年6月30号

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: 

• Wholesale credit risk which includes probability of default, loss given default, exposure at default

• Provide support for development and documentation of parameter inputs used in SSC’s Basel compliance and stress testing exercise

• Conduct econometric and statistical analysis of credit/market/operational risk

• Produce technical documents and present results to internal (senior management and business experts) and external (regulators) audience

• Work with the information technology group to document business requirements and facilitate seamless deployment in production environment

• Complete ad hoc assignments in the general areas of risk management and measurement

• Work closely with business units outside RA to ensure that quantitative models truly reflect SSC’s risk profile and business practices

Qualifications

• Advanced degree in finance, economics, mathematics, statistics, operational research, or a related field

• Strong written and verbal English communication skills

• In-depth understanding of multivariate statistics

• Knowledge of a statistical programming language such as SAS, Matlab, Stata, or R

• Experienced in working with large and complex data sets

• Understand fat tail statistical distribution and associated estimation methods

• Good project management skills and a demonstrated ability to work independently on complex projects

• Knowledge of Basel and stress test regulations is preferable

• Relevant industry experience in banking sector risk management is a plus