Capital Analytics Director, Sell Side-Boston, MA

A leading financial services firm in Boston is looking for an experienced model developer to manage the capital analytics team that oversees the entire capital management model development process.

As director, you will be responsible for the design of the overall, long-term capital management strategy with regards to model implementation. You will work with your team to establish the model requirements for all capital management components and portfolios. You will also review the model output, identify vulnerabilities, and oversee the design and implementation of capital buffers through stress testing.

Another key responsibility of the role will be working with the methodology group to specify modeling standards within the capital management regulatory guidelines. You must be familiar with risk management frameworks as you will collaborate with the internal validation team and executive risk managers to ensure proper model risk management.

Finally, you will be required to maintain all technical relationships with any relevant vendor parties.

To be considered for the role, candidates need to have:

* PhD in quantitative field preferred
* Knowledge of C++, MATLAB, and SAS
* 10+ years of model development or model validation experience
* Familiarity with capital planning, including stress testing
* Proven ability to lead quantitative teams
* Strong understanding of risk management regulations

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