AVP, Quantitative Risk Analytics-Boston, MA

A Boston-based investment management firm is actively searching for a quantitative analyst to join the financial and statistical modeling team within the risk analytics group.

As AVP in this group, you will be responsible for building, implementing, and analyzing enterprise risk models using quantitative methods. In this capacity, you will be expected to be well-versed inU.S.and international regulatory requirements, especially theBaselmeasures, so as to ensure the models you and your team design adhere to all guidelines. You must feel comfortable working with and managing large, complex data sets and will be required to perform backtesting, sensitivity testing, and stress testing on all risk models you develop. Prior financial exposure is preferred for this role, as you will be working with business areas of the firm in order to help them use the quantitative models in the most effective manner. You will also be expected to report the results of your work to the senior management.

In order to be considered for the role, candidates need to have:

* PhD in a quantitative field
* 2-3 years of experience in the financial industry, preferably within a quantitative risk area
* Strong understanding of multivariate statistics, value theory, and pricing valuation
* Excellent communication skills
* Knowledge of STATA, MATLAB, and SASA

If you are interested and wish to apply, please send your CV to Olivia Kent or for any further questions contact 617-248-9560.
To find out more about Huxley Associates please visit www.huxley.com