Quantitative Analyst, AVP
Core
AVP leading model risk governance, validation, and quantitative analysis for financial models and trading algorithms across State Street business units.
Role type
Senior IC quantitative analyst (model risk)
Builds
Validated quantitative models, risk assessment frameworks, and regulatory compliance documentation for financial products.
Domain
Financial services / Model Risk Management / Quantitative Finance
Deliverable
production ML models
Required skills
Quantitative analysis methods, statistical/financial modeling, Python/R/MATLAB, capital and liquidity regulations, model stress testing, back-testing techniques, algorithm review
Preferred skills
Java, knowledge of FX/electronic trading, model monitoring plan design
Technologies
Python, R, MATLAB, VBA, Java
Responsibilities
Develop and document front office models, justify modeling assumptions to validation groups, perform independent model testing and stress testing, design ongoing monitoring plans, review trading algo code and strategies, prepare regulatory submissions
Seniority
Senior, hands-on IC
