美国道富银行(State Street Corp) 总部位于美国麻萨诸塞州波士顿，在全球金融资产服务业处于领先地位。是美国道富集团的全资子公司。美国道富集团成立于1792年，现为全球最大的托管银行和最大的资产管理公司之一，托管的资产高达21.8万亿美元，管理着超过1.8万亿美元的资产。

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 
·          Perform backtesting, sensitivity analysis, and stress testing of model parameters 
·          Critically review regulatory mandates and develop methods to estimate model parameters that meet regulatory requirements 
·          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 
·          Support ECB (European Central Bank) mandate by through model development and supporting analytics 
·          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 and one to two years of relevant work experience 
·          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 
Positive after six months 
Note: funded by the US Fortune 500 companies recruit on behalf of Manpower 
Familiar with SAS, Stata, Matlab