VP of Quantitative Risk Modeling & Analytics
State Street
State Street's CMAO team within Enterprise Risk Management is seeking an experienced quantitative analyst to develop and validate models for counterparty credit risk across SSGM portfolios. You will contribute to model methodology, build analytics, monitor models, and collaborate with Model Risk Management, Audit, and IT to ensure robust governance and compliant production processes. Strong Python/SQL skills and a PhD or Masters in a quantitative field are required. #J-18808-Ljbffr State Street
Vacancy posted 5 days ago
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