layiq

/la·yiq/adjective

worthy; deserving; fitting; suitable.

A role, opportunity, or path that merits attention, time, and pursuit.

LAYIQ - Market Risk Stress Testing and Scenario Design at State Street

Deep understanding of global financial markets and the relationships between risk factors across asset classes.
Strong quantitative and analytical capabilities, with experience developing or enhancing risk methodologies and stress-testing frameworks.
Ability to exercise sound judgment in ambiguous situations and form well-reasoned, data-driven conclusions.
Confidence engaging with senior stakeholders and challenging assumptions in a collaborative and constructive manner.
Strong communication and presentation skills, including the ability to explain complex technical concepts to senior leadership, governance committees, and regulators.
Intellectual curiosity and a continuous improvement mindset, with an interest in leveraging technology and AI to enhance analytical processes and decision-making.
Education & Preferred Qualifications
Master's degree or PhD in Finance, Economics, Financial Engineering, Mathematics, Statistics, Physics, or a related quantitative discipline.
5+ years of experience in market risk, stress testing, quantitative analytics, financial market modeling, scenario design, or related disciplines within large financial institutions, regulatory agencies, consulting firms, or asset managers.
Demonstrated expertise in the design, calibration, execution, or independent review of Global Market Shock (GMS), Counterparty Credit Stress Testing (CCST), CCAR, or related regulatory stress-testing frameworks.
Deep understanding of global financial markets, cross-asset risk dynamics, and market risk regulatory frameworks, including Basel market risk requirements, FRTB, trading book stress testing, and counterparty credit risk.
Proven ability to develop and enhance quantitative methodologies used for stress testing, scenario design, risk-factor calibration, or market risk analytics.
Experience engaging with regulators, model risk management functions, internal audit teams, and governance committees on stress-testing methodologies, assumptions, and results.
Demonstrated ability to influence stakeholders, challenge assumptions, and communicate complex quantitative concepts to both technical and non-technical audiences.
Strong programming and data analysis skills with experience using Python or similar languages to support analytics, modeling, automation, and data visualization.
Experience leveraging advanced analytics, automation, or AI-enabled tools to enhance risk modeling, scenario generation, or decision-making processes is a plus.

Market Risk Stress Testing and Scenario Design

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