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Counterparty Credit Risk Manager Assistant Vice President

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State Street

State Street provides financial services to institutional investors through investment management, custody, and servicing solutions.

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About State Street

State Street helps institutional investors manage and safeguard assets through custody, fund administration, and investment management services. You can access front-to-back investment platforms, digital asset services, and global market solutions.

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Skills

Candidate Availability

Required and preferred rules are kept separate and reflect the wording in the original posting.

About the Role

You will provide counterparty credit risk oversight within the Global CCR team. You will authorize trades using stress analysis and risk appetite, improve credit risk governance and monitoring, enhance limits and risk systems, collaborate with business and technology stakeholders, and drive risk and regulatory projects.

Requirements

  • Relevant financial services experience in credit risk management
  • Knowledge of derivative products across securities finance, OTC, and prime brokerage activities
  • Knowledge of PFE and VaR exposure models
  • 4+ years of experience in a capital markets environment
  • Exposure to credit risk, counterparty risk, collateral management, or trading
  • Graduate degree in quantitative science, physics, mathematics, or quantitative finance
  • Fixed income products
  • Financial quantitative techniques
  • Financial modelling
  • SQL
  • Python
  • Statistics software
  • Technical documentation

Responsibilities

  • Authorize counterparty trades across SFT, OTC, and prime brokerage products
  • Improve credit risk governance and monitoring practices
  • Enhance the counterparty credit risk limit framework and risk management systems
  • Develop relationships with traders and business analysts
  • Collaborate with support functions and technology departments
  • Contribute to risk and regulatory projects
  • Drive assigned tasks independently
  • Identify problems and limitations
  • Propose and implement solutions
  • Provide prototype implementations
  • Write technical documentation describing processes and risk methodologies

Benefits

  • Retirement savings plan with company match
  • Basic life insurance
  • Medical insurance
  • Dental insurance
  • Vision insurance
  • Long-term disability insurance
  • Paid vacation
  • Paid sick leave
  • Short-term disability leave
  • Family care leave
  • Employee Assistance Program
  • Annual performance-based awards
  • Tax-advantaged savings plans
  • Paid volunteer days
  • Paid parental leave
  • Back-to-work support
  • Adoption assistance
  • Flexible work arrangements
  • Group savings
  • Sport club discounts
  • Cinema discounts
  • Employee referral bonus