Quantitative Risk Analysis, Teamlead-Boston,MA

A talented quantitative analyst with proven leadership ability is needed for a new risk initiative at a leading Boston bank.

The role requires you to be both a leader and hands-on contributor. Your overall responsibility is ensuring that all statistically-based risk models follow internal and external risk regulations and are implemented properly in various capacities throughout the bank. More specifically, you will work with various groups in the firm to understand their analytics needs, and then lead the development, testing, approval, and implementation of these risk models.

Candidates must have a strong understanding of Basel regulations as well as previous risk modeling experience. As the person in this role will be the liaison between his/her team and other internal groups as well as external stakeholders, you must have excellent communication skills and feel confident explaining and defending your work.

Ideal candidates will have:

* 5+ years of experience in econometric or statistical credit risk modeling
* PhD in a quantitative field
* Knowledge of commercial and retail banking products
* Solid skills in MATLAB, SAS, R, and SQL

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