About this opportunity
State Street lists this Senior Quantitative Risk VP — Modeling & Analytics opportunity in clifton, New Jersey. Review the employer’s description below for duties, qualifications and application requirements.
Job description
State Street is seeking an experienced quantitative analyst for the CMAO team within Enterprise Risk Management in New Jersey. You will develop and validate models for counterparty credit risk across SSGM, including complex derivatives, financing, and margin products.
The role emphasizes governance, monitoring, and timely CCAR deliverables, with strong Python/SQL skills and a relevant advanced degree. Collaborate across IT and control functions in a fast-paced environment.
#J-18808-Ljbffr
Worksite address
clifton, NJ, 07015, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.