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

This job is with State Street, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly.

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 ...