Fixed Income Portfolio Risk Modeler

Risk- Modeling- Modeler- Fixed Income- Structured Credit- R- SAS- VBA- Matlab- Portfolio Analytics-Los Angeles I am currently recruiting a Portfolio Risk Modeler for global financial institution located in theLos Angelesarea. This is an amazing opportunity to join a growing risk team and make a significant impact on the on a global business practice This individual will be responsible for investment portfolio review and reporting, model development, validation, and integration, macro and micro portfolio optimization analysis and recommendations, strategic initiatives. You will lead integration of the Credit Portfolio Management discipline with a priority to align the investment book and broad-bank loan exposures. Requirements: * 10 years relevant banking and or asset management experience * Strong credit expertise, including Credit Portfolio Management experience. * Significant experience, working with fixed income models in an investment, trading or asset management risk function * Quantitative and analytical skills SAS, R, Sequel, VBA, C++, MatLab, FINCAD or other statistical applications * Knowledge of Bank balance sheet mechanics. * Deep understanding of diverse fixed income markets including Structured Credit investments. * Experience with Bloomberg BlackRock Solutions, Moody's KMV,Kamakura, KRIS, Reuters, DST, Murex. Risk- Modeling- Modeler- Fixed Income- Structured Credit- R- SAS- VBA- Matlab- Portfolio Analytics-Los Angeles

To find out more about Huxley Associates please visit www.huxley.com [1]

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[1] http://www.huxley.com