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.
#J-18808-LjbffrQuantitative Risk AVP — Modeling & Analytics Leader in boston at Unknown Company
This position is listed as full time and onsite.