Enterprise Market Risk Quantitative Analyst (IRRBB & CSRBB), AVP

Job description

Role Overview State Street is seeking an Assistant Vice President – Quantitative Analyst to join the Centralized Modelling, Analytics & Operations (CMAO) team within Enterprise Risk Management. CMAO develops and maintains risk‑measurement models across both the banking book and the trading book. The initial focus of this role is to support key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). This involves hands‑on modelling, analytics, documentation, and close partnership with senior team members responsible for the overall framework. As skills and capacity allow, the AVP may also gain exposure to broader Enterprise Market Risk modelling, including trading‑book interest‑rate and credit‑spread risk, making this an excellent development role for someone who wants to expand into cross‑book market‑risk modelling. The position is based in the United States with regular collaboration with colleagues in the UK and EMEA. Key Responsibilities: 1. IRRBB & CSRBB Analytics and Model Enhancement (Primary Focus) 2. Documentation, Review Support, and Governance Preparation 3. Broader Market‑Risk Modelling (Development Opportunity)...