Portfolio Finance Quantitative Strategist, Vice President

Portfolio Finance Quantitative Strategist (Financing Solutions), Vice President

Location:

Boston, MA or Jersey City, NJ

Team:
Financing Solutions (Agency Lending, Prime Services, Secured Financing/Repo)

State Street’s Financing Solutions organization helps institutional clients generate income, facilitate short sales, and obtain secured financing through three core businesses—Agency Lending, Prime Services, and Secured Financing/Repo. The Portfolio Finance team optimizes financial resources across these products, with remit spanning portfolio pricing, balance sheet optimization, analytics and risk management. The role will have close proximity to the Prime Services product while supporting decision‑making across the broader Financing Solutions franchise.

We are seeking a quantitatively strong, market‑savvy strategist to build and scale the analytics that power pricing, balance sheet usage, and risk optimization across Financing Solutions. You will design the models, data pipelines, and decision frameworks that inform how we deploy capital and liquidity, manage inventory and financing, and set client‑ and product‑level pricing—partnering closely with Trading, Client Management, Technology, Operations, Risk, and Business Development.

This role blends hands‑on modeling and programming with product thinking, and rewards an entrepreneurial mindset that is comfortable with ambiguity, moves quickly from hypothesis to evidence, and communicates clearly to both business and technical audiences.

Portfolio Finance & Resource Optimization

• Develop quantitative models that optimize capital, liquidity, and balance sheet usage across the Prime Services (physical & synthetic) client base
• Incorporate capital, leverage, and liquidity considerations and translate model outputs into pricing frameworks and client/product profitability analytics
• Build resource calculators and “what‑if” tools (e.g., RWA/Liquidity actuals vs. forecasts) to support scenario planning, revenue forecasts, and allocation decisions

Analytics & Market Intelligence

• Design and maintain asset‑ and portfolio‑level analytics and benchmarking methodologies reflecting market conditions, asset/client mix, and counter party behavior
• Construct dashboards and insights that provide timely, trusted views on key business metrics, including utilization, inventory, P&L/attribution, financing spreads, client/product ROC and pipeline
• Source, normalize, and integrate market and peer data to identify opportunities/risks, and inform product strategy and client engagement

Data, Tooling & Infrastructure

• Define data requirements and work with Engineering/DA teams to build robust ETL/ELT processes, canonical data sets, and centralized metrics
• Implement model governance practices (performance monitoring, periodic recalibration, etc)

Cross‑Functional Collaboration & Delivery

• Collaborate with Client Management and Trading to design and develop portfolio analytics and optimization tools that inform pricing and inventory decisions
• Serve as a subject‑matter expert for the technical aspects of Portfolio Finance analytics and trading

Research & Innovation

• Partner with internal research groups (e.g., State Street Associates) to apply machine learning and advanced analytics to financing use cases: demand forecasting, pricing elasticity, anomaly detection, and optimization heuristics
• Prototype new data‑driven decision aids and assess the ROI of techniques; champion a test‑and‑learn culture with rigorous measurement

• Deep quantitative orientation with demonstrated experience in financial resource optimization (capital, liquidity, funding) and portfolio/pricing analytics within a front‑office markets context
• Hands‑on programming skills—Python (preferred) and comfort working with large datasets and performance‑sensitive code
• Relational database fluency (e.g., Sybase, Oracle, SQL) and practical data engineering hygiene (schemas, indexing, query optimization)
• Experience analyzing, merging, and interrogating large datasets to uncover relationships and drive decisions
• Statistical modeling and…