The Centralized Modeling Analytics & Operations (CMAO) team supports the development, deployment, and monitoring of risk assessment tools and methods for State Street Corporation
Job Summary
The Centralized Modeling Analytics & Operations (CMAO) team supports the development, deployment, and monitoring of risk assessment tools and methods for State Street Corporation.
This role involves supporting the maintenance and enhancement of the wholesale credit risk model monitoring framework, conducting performance reviews, and developing statistical models for probability of default and loss given default.
State Street is committed to fostering an inclusive environment with development opportunities, flexible work-life support, and vibrant employee networks.
Matching Summary
The Centralized Modeling Analytics & Operations (CMAO) team supports the development, deployment, and monitoring of risk assessment tools and methods for State Street Corporation.
Skills & Requirements
Must-have
wholesale credit risk modelling
model performance monitoring
regulatory compliance modelling
econometric and statistical analysis
quantitative model development
Nice-to-have
collaboration across business units
risk management ad-hoc projects
independent model developer potential
Key Requirements
Masters’ or PhD in Economics, Statistics, Mathematics, Risk Management, Finance or related field
Proficiency in R, Python, SAS, or SQL
Experience in credit risk
Familiarity with regulatory frameworks (Basel, CCAR, CECL, IFRS 9, ICAAP)