Quantitative Risk Analyst, AVP

3 weeks ago


Boston, Massachusetts, United States State Street Corporation Full time
Job Summary

We are seeking a highly motivated and experienced Quantitative Risk Analyst, AVP to join our team at State Street Corporation. As a key member of our Centralized Modeling, Analytics and Operations (CMAO) team, you will be responsible for developing and implementing quantitative models to assess and analyze risks associated with our investment portfolio.

Key Responsibilities
  • Develop and maintain advanced quantitative models to assess interest rate risk, credit risk, and liquidity risk.
  • Collaborate with business partners to develop and implement model-based solutions.
  • Provide technical support and guidance to stakeholders on model performance and results.
  • Document and defend model performance through advanced statistical testing and sensitivity analysis.
Requirements
  • Master's degree or PhD in a quantitative discipline.
  • At least 3 years of experience in quantitative modeling in a financial institution.
  • Advanced proficiency in Python and R programming languages.
  • Strong understanding of statistics, econometrics, and multivariate regressions.
About State Street

State Street is one of the largest custodian banks, asset managers, and asset intelligence companies in the world. We provide investment servicing, data & analytics, investment research & trading, and investment management to institutional clients. We are committed to creating a diverse and inclusive work environment where everyone can thrive and reach their full potential.



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