Quantitative Risk Analyst, Sell Side-Boston,MA

A leading commercial and retail bank in Boston is looking to add a mid-level quantitative risk analyst to the risk methodology team.

As an analyst, you will be involved with the research, design, implementation, and support of all asset and liability models in the area of market risk. You will be expected to understand both the theoretical and practical application frameworks behind market risk modeling and be well-versed in product valuation, interest rate models, and balance sheet management. You will also be responsible for working with internal users of the models in order to optimize performance as well as communicate with external regulators to ensure proper adherence to all risk guidelines.

The strongest applicants will have experience working with risk on the sell side, excellent communication skills, and knowledge of the QRM software application and programming language.

In addition to the skills listed above, ideal candidates will have:

* At least 3 years of experience working in the financial sector, preferably in quantitative risk management
* PhD in a quantitative field or a Masters degree plus additional years of work experience
* Deep understanding of VBA, Excel, MATLAB, 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