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Quantitative Risk Developer, Vice President
Who we are looking for State Street Enterprise Risk Management is looking for a Quantitative Risk Developer, Vice President, to join the Centralized Modeling Analytics ("CMA") team in Boston, MA. The CMA organization provides modeling and analytics based services and solutions to business units across State Street. Our mission is to create value through data driven solutions enabling State Street and our business partners to make timely and informed decisions. Why this role is important to us This role will be part of the CMA vertical responsible for supporting our State Street Global Markets ("SSGM") business units, including Securities Finance, FX Sales & Trading, Funding and Collateral Transformation ("FaCT"), and banking book. The analyst will fo


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