State Street is seeking an Assistant Vice President – Quantitative Analyst to join the Centralized Modelling, Analytics & Operations (CMAO) team within Enterprise Risk Management
Job Summary
State Street is seeking an Assistant Vice President – Quantitative Analyst to join the Centralized Modelling, Analytics & Operations (CMAO) team within Enterprise Risk Management.
The initial focus of this role is to support key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB).
As skills and capacity allow, the AVP may also gain exposure to broader Enterprise Market Risk modelling, including trading-book interest-rate and credit-spread risk.
Matching Summary
State Street is seeking an Assistant Vice President – Quantitative Analyst to join the Centralized Modelling, Analytics & Operations (CMAO) team within Enterprise Risk Management.
Skills & Requirements
Must-have
IRRBB and CSRBB modelling
QRM experience
Python or R programming
IRRBB/CSRBB regulatory expectations
Nice-to-have
Trading book risk analytics
Derivative pricing exposure
Model validation support
Handling large market data sets
Key Requirements
Advanced degree in a quantitative discipline
3-6 years of experience in IRRBB/CSRBB, ALM, market risk, model development, or related analytics
Working experience with QRM
Strong analytical and programming skills in Python, R, or similar
Understanding of IRRBB/CSRBB regulatory expectations