State Street

Quantitative Risk Analyst, Model Risk Management, Assistant Vice President

State Street(30 days ago)

Boston, MAOnsiteFull TimeMedior$90,000 - $157,500Model Risk Management
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About this role

A Quantitative Analyst in State Street’s Model Risk Management function, based in the Model Validation Group, focused on validating models used for liquidity risk, asset liability management, interest rate risk and stress testing. The role supports ensuring model risks are identified, assessed, and managed across a range of financial products and asset classes.

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Required Skills

  • Model Validation
  • Quantitative Modeling
  • Data Analysis
  • Python
  • R
  • SQL
  • Backtesting
  • Stress Testing
  • Sensitivity Testing
  • Project Management

+1 more

Qualifications

  • MS or PhD in Finance, Economics, Financial Engineering, Statistics, Math or related field

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