About this opportunity
State Street lists this Quantitative Risk AVP — Modeling & Analytics Leader opportunity in boston, Massachusetts. Review the employer’s description below for duties, qualifications and application requirements.
Job description
State Street seeks an experienced quantitative analyst to join the CMAO team within ERM. You will develop and validate financial models for counterparty credit risk, contribute to VaR, PFE, and CVA work, and collaborate with IT and control functions to meet CCAR obligations.
The role emphasizes rigorous analysis, production of robust monitoring, documentation, and timely CCAR deliverables, with opportunities to apply advanced machine learning techniques and improve the modeling framework.
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Worksite address
boston, MA, 02298, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.