Credit Risk Model Developer, SrAssc
State StreetHangzhou City, Zhejiang, China
Posted January 20, 2026
Full Time
About the Company
State Street provides support in the development, deployment, ongoing monitoring, and documentation of tools and methods for assessing various aspects of market, credit, operational, and liquidity risk for SSC.
Job Description
The Credit Risk Model Developer, SrAssc will support the maintenance and enhancement of the ongoing monitoring framework for wholesale credit risk models, develop statistical models, and collaborate with the implementation team to ensure functional and accurate model deployment. The role involves critically reviewing regulatory mandates, performing econometric and statistical analysis, and preparing technical documents for internal and external audiences. The position is based in Hangzhou, China, with a focus on wholesale credit risk modelling and ongoing monitoring.
Requirements
- Support the maintenance and enhancement of the ongoing monitoring framework for wholesale credit risk models
- Develop statistical models to estimate the probability of default and loss given default for wholesale portfolio
- Perform econometric and statistical analysis to evaluate and validate model performance
- Prepare technical documents for internal and external audiences
- Collaborate with the implementation team to ensure functional and accurate model deployment
- Partner with model owners, users, and other business units outside CMAO to ensure that quantitative models truly reflect SSC’s risk profile and business practices
Benefits
- Inclusive development opportunities
- Flexible work-life support
- Paid volunteer days
- Vibrant employee networks