Quantitative Analyst, AVP Quantitative Analyst, AVP …

State Street Corporation
in New York, NY, United States
Permanent, Full time
Last application, 26 Mar 20
Competitive
State Street Corporation
in New York, NY, United States
Permanent, Full time
Last application, 26 Mar 20
Competitive
State Street Corporation
Quantitative Analyst, AVP
Job DescriptionThe incumbent will be a member of the Integrated Analytics Team (IAT) within Enterprise Risk Management. The IAT provides support in the development, deployment, and documentation of tools and methods for assessing various aspects of market, credit, operational, and liquidity risk to State Street. This AVP position is focused on developing portfolio tracking and monitoring tool for Investment Portfolio in Global Treasury. Our Investment Portfolio mainly consists of various structured and non-structured fixed income instruments.

Responsibilities:
  • Monitor market trends across fixed income domain to assist in advising on strategic and tactical positioning
  • Conduct quantitative analysis and assist in developing models/tools relevant for each asset class as well as various economic scenarios and analyzing how those scenarios impact our portfolio
  • Support the Investment Managers and second line risk oversight with ad hoc analysis

Qualifications:
  • 3-5 years of experience in fixed income investments or research
  • Master's Degree in Finance, Economics, or other related area
  • Experience in modeling and performing analysis on fixed income securities
  • Solid programming skill in VBA, R or Python
Company Overview

From technology and product innovation to corporate responsibility and community development, we're making our mark on the financial services industry. For more than two centuries, we've been helping our clients safeguard and steward the investments of millions of people - strengthening markets, building communities and creating opportunities for growth.

We owe that longevity to the commitment, expertise and creativity of our employees. Our continued success depends on our ability to attract and develop the best talent in the industry. That's why we're keenly focused on employee development, corporate citizenship and inclusion.

For us, success comes in the mark we make as an organization - for the industry, our clients, our communities and each other.

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