State Street is seeking an Assistant Vice President – Quantitative Analyst to join the Centralized Modelling, Analytics & Operations (CMAO) team within Enterprise Risk Management. CMAO develops and maintains risk‑measurement models across both the banking book and the trading book. The initial focus of this role is to support key enhancements to Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). As skills and capacity allow, the AVP may also gain exposure to broader Enterprise Market Risk modelling, including trading‑book interest‑rate and credit‑spread risk, providing an excellent opportunity to broaden cross‑book market‑risk expertise. The position is based in the United States with regular collaboration with colleagues in the UK and EMEA.