Investment Performance Analysis, SrAssc

Job Description

About the role

State Street Portfolio and Risk Analytics combines unique capabilities in data and analytics to better serve our clients and build relationships with new customers. Through information and insights, investment analytics and data solutions, our goal is to help our clients to generate the most value.

Our client offering provides a full suite of analytics that give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes the platform produces analytics such as: Stress Testing, Value at Risk (VaR), position specific analytics for derivatives (delta, gamma, vega etc.), fixed income characteristics such as duration and convexity, liquidity and ESG metrics.

This position is a hybrid role, which you can perform in our offices in Krakow or Gdansk. During the onboarding time it is important to us that you will be available fully in the office, what will help us to prepare you well to your work.

Your new role

As an Senior Market Risk Analyst you will:

• Analysis of clients investment portfolio data.
• Performing reconciliation on a range of data including risk analytics like Value at Risk, sensitivity measures, stress testing results.
• Review of financial instruments valuation.
• Analysis of portfolio reports based on market regulations, such as Liquidity, Money Market Stress Testing, Basel III, AIFMD, UCITS, ESG and others.
• Working co-operatively with other parties like risk managers, traders, data providing teams.
• Support client service teams across several locations in US, EMEA, APAC.
• Drive process automation and streamlining projects independently or by collaborating with dedicated development team.
• Execute the department strategy as outlined by senior management.
• Other project-based tasks as assigned.

What we value

Desired experience and qualifications:

• Degree in Finance/Economics/ Mathematics or related field.
• Good understanding of risk techniques (Value at Risk, Stress Testing, Exposures, Greeks, Back Testing).
• Very good understanding of financial products valuation methods.
• Experience in project management.
• Strong understanding of financial markets.
• Strong analytical ability and problem solving skills.
• Highly motivated, multi-task capable and willingness to learn and develop within role.
• Good communication and English language skills (both written and verbal).
• FRM or CFA qualification an advantage.
• Knowledge of market regulations, such as Liquidity, Money Market Stress Testing, Basel III, AIFMD, UCITS, ESG an advantage.

What we offer

• Permanent contract of employment from day one
• Additional holidays (Birthday Day Off, 3rd and 5th year anniversary Day Off)
• Gold medical package for employees and their families (partner and children)
• Premium life insurance package and private pension plan
• Employee savings plan
• Kafeteria benefits system: Multisport Card
• Wide range of soft skills training, technical workshops, language classes and development programs
• Opportunities to volunteer your time to company-driven initiatives, employee networks or organizations of your choice
• Variety of well-being programs
• Technical or leadership career pathway

About State Street

What we do. State Street is one of the largest custodian banks, asset managers and asset intelligence companies in the world. From technology to product innovation, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people. We provide investment servicing, data & analytics, investment research & trading and investment management to institutional clients.

Work, Live and Grow. We make all efforts to create a great work environment. Our benefits packages are competitive and comprehensive. Details vary by location, but you may expect generous medical care, insurance and savings plans, among other perks. You'll have access to flexible Work Programs to help you match your needs. And our wealth of development programs and educational support will help you reach your full potential.

Inclusion, Diversity and Social Responsibility. We truly believe our employees' diverse backgrounds, experiences and perspectives are a powerful contributor to creating an inclusive environment where everyone can thrive and reach their maximum potential while adding value to both our organization and our clients. We warmly welcome candidates of diverse origin, background, ability, age, sexual orientation, gender identity and personality. Another fundamental value at State Street is active engagement with our communities around the world, both as a partner and a leader. You will have tools to help balance your professional and personal life, paid volunteer days, matching gift programs and access to employee networks that help you stay connected to what matters to you.

State Street is an equal opportunity and affirmative action employer.

Discover more at StateStreet.com/careers

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