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-LjbffrSenior Quantitative Risk VP — Modeling & Analytics in clifton at Unknown Company
This position is listed as full time and onsite.