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Quantitative Risk Analyst, Model Risk Management, Assistant Vice President at State Street - ApplyBlast

Quantitative Risk Analyst, Model Risk Management, Assistant Vice President

State Street

9 months ago

3.4 on Glassdoor

Boston, MA

Onsite

Full Time

Medior

1 applicant

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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.

Skills

Qualifications

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

About State Street

statestreet.com

Headquarters

Boston, Massachusetts, United States

Company Size

10001+ employees

Founded

1792

View Profile

State Street is a global financial services company offering investment servicing, investment management, markets trading and financing, and data intelligence solutions to institutional clients across 100+ markets. Through its capabilities in custody, accounting, foreign exchange, and proprietary data-driven insights, it helps investors manage risk, access liquidity, and optimize performance. State Street also operates SPDR ETFs and conducts leading market research through its annual Markets Research Retreat.