Market Risk Stress Testing and Scenario Design
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From State Street’s original posting
The ideal candidate is a market risk professional with deep expertise in regulatory stress testing and scenario design who combines strong quantitative skills with sound market judgment. They are comfortable challenging assumptions, influencing stakeholders across functions, and presenting complex methodologies to regulators, governance committees, and senior leadership. What You Will Be Responsible For As a Senior Specialist for Market Risk Stress Testing and Scenario Design, you will serve as a key contributor to the firm's regulatory stress testing framework, helping shape how State Street assesses vulnerability to severe market dislocations and emerging financial risks. You will play an important role in the design, governance, and evolution of Global Market Shock (GMS) and Counterparty Credit Stress Testing (CCST) scenarios that support critical risk management and regulatory objectives. Working at the intersection of financial markets, quantitative analytics, and regulatory risk management, you will partner with senior stakeholders across Market Risk, Trading, Treasury, Counterparty Credit Risk, Finance, Model Risk Management, and Regulatory Assurance to develop…
Open full posting on State Street’s site