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Junior Quantitative Analyst, Portfolio Analytics-Boston, MA

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Support, Design

Projektbeschreibung

A top-tier investment management firm in Boston is looking for a junior-level quantitative analyst to work alongside its portfolio analytics team to support and develop top-down risk capital models.

The role requires working closely with the portfolio analytics team as well as other internal and external groups to design credit risk simulation and pricing models for wholesale and retail portfolios. You will also build, implement, and analyze risk assessment and quantitative measurement techniques that will evaluate portfolio credit exposure and data trends. In addition to the hands-on development aspect of the position, you will also use a variety of advanced statistical/modeling tools to maintain large data sets and resolve any data quality issues.

Candidates should have strong knowledge of option valuation, portfolio theory, stochastic processes, and time series analysis and prior experience with loss forecasting in both retail and wholesale portfolios is a plus.

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

* 1-2 years of experience in financial modeling and analytics
* Knowledge ofBaseland Federal Reserve regulatory frameworks
* Strong skills in SAS, Stata and R
* Experience using C, C++, VBA preferred
* PhD in a quantitative field a plus

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

Projektdetails

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland

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