AVP Credit Risk Modeler — Quantitative Risk & Modeling
State Street
State Street is seeking an Assistant Vice President and Credit Risk Modeler to join their team in New Jersey, Connecticut, or Boston. This critical role contributes to the development of credit risk models to support institutional investors in managing risks and driving profitability. The candidate should possess a PhD in statistics or econometrics and experience in credit risk modeling at financial institutions. Strong programming skills in Python, R, and SQL are essential, alongside a motivating presence and the ability to work collaboratively. #J-18808-Ljbffr State Street
Vacancy posted 4 days ago
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