Senior Quantitative Risk VP — Modeling & Analytics
Listed on 2026-10-06
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Finance & Banking
Risk Manager/Analyst
State Street is seeking an experienced quantitative analyst for the CMAO team within Enterprise Risk Management in New Jersey. You will develop and validate models for counter party credit risk across SSGM, including complex derivatives, financing, and margin products.
The role emphasizes governance, monitoring, and timely CCAR deliverables, with strong Python/SQL skills and a relevant advanced degree. Collaborate across IT and control functions in a fast-paced environment.
As a Senior Quantitative Risk VP — Modeling & Analytics, you will play an important part at State Street in Clifton, NJ, United States.
We are looking to fill the Senior Quantitative Risk VP — Modeling & Analytics position at State Street in Clifton, NJ, United States.
The Senior Quantitative Risk VP — Modeling & Analytics role at State Street is now open for applications in Clifton, NJ, United States.
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