Quantitative Risk Analyst
State Street(2 months ago)
About this role
Quantitative Risk Analyst at State Street supporting the CMAO team to deliver modeling and analytics for counterparty credit risk and market risk across financing, derivatives, and funding portfolios. The role contributes to both day-to-day risk management and regulatory CCAR deliverables, working with control functions, business users, and IT to ensure model governance and production processes. Hybrid telecommuting is permitted pursuant to company policy.
Required Skills
- Python
- SQL
- Financial Modeling
- Stress Testing
- VaR
- CVA
- PFE
- Derivatives Pricing
- Yield Curve
- Interest Rates
+4 more
Qualifications
- Master's Degree in Financial Mathematics, Financial Engineering, Mathematics, Statistics, Computer Science or related field
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