The role focuses on supporting key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) methodologies within the Centralized Modelling, Analytics & Operations team
Job Summary
The role focuses on supporting key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) methodologies within the Centralized Modelling, Analytics & Operations team.
Candidates will perform detailed analysis of sensitivities, behavioral assumptions, and scenario impacts while ensuring alignment with risk-appetite and governance expectations.
State Street offers inclusive development opportunities, flexible work-life support, and a collaborative environment where employees are valued and empowered to reach their full potential.
Matching Summary
The role focuses on supporting key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) methodologies within the Centralized Modelling, Analytics & Operations team.