Quantitative Analyst-Credit Risk-Boston, MA

Looking for a Quantitative Analyst to contribute to the development of a comprehensive risk rating framework for a national banks top Risk initiative. As a Quantitative Analyst you will practice modeling techniques, ensure comprehensive documentation, and establish model monitoring outcome analysis. You will be responsible for coordinating the development of wholesale or retail credit risk parameters and expected loss models by performing technical analysis, such as write and run statistical analysis software SAS/SQL.

As a Quantitative Analyst you will need excellent people and communication skills to leverage the capabilities of the business partners and associates along with the confidence to effectively integrate and achieve accurate andBaselcompliant models.

Qualifications:
* 2+ years of progressive experience in econometric/statistical modeling of credit risk
* Masters degree in a quantitative discipline
* Skilled in credit risk modeling, particularly with respect to Basel II
* Strong analytical, econometrical and statistical skills

If you are looking to contribute to the development of a comprehensive risk rating framework as a Quantitative Analyst please contact Christopher Woolston with an updated resume.

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