Enterprise Market Risk Quantitative Analyst

Responsibilities

• Support enhancements to IRRBB and CSRBB methodologies in QRM, including EVE and NII modelling
• Perform detailed analysis of sensitivities, behavioural assumptions, scenario impacts, and attribution of results
• Contribute to technical documentation describing model assumptions, methodology, configuration, and limitations
• Prepare analysis for senior-management committees, model-risk review, and internal challenge sessions
• Support responses to Model Risk Management, Internal Audit, and oversight groups
• Collaborate with Treasury, Model Risk Management, and regional teams to communicate technical results

Requirements

• Advanced degree in a quantitative discipline
• 3–6 years of experience in IRRBB/CSRBB, ALM, market risk, or model development
• Working experience with QRM
• Strong programming skills in Python or R
• Understanding of IRRBB/CSRBB regulatory expectations
• Ability to produce clear technical documentation

Preferred Qualifications

• Exposure to trading-book market-risk analytics or derivative pricing
• Experience supporting model validation or audit
• Familiarity with risk-factor modelling, sensitivity calculations, or scenarios
• Experience handling large and complex market-data sets

About the Company

State Street is a global leader that helps institutional investors manage risk, respond to challenges, and drive performance and profitability. We are committed to fostering an inclusive environment where every employee is empowered to reach their full potential through development opportunities and vibrant employee networks.