Quantitative Risk Specialist, Capital Analytics-Boston, MA

A leading retail bank in Boston is looking for an experienced quantitative analyst to join the capital analytics team.

In the role, you will be involved in all aspects of capital analysis but focus primarily on analyzing various risk areas within the team. Responsibilities include derivative modelling and pricing and Credit Value at Risk and Operational Value at Risk analysis. You will also help develop the bank's interest rate risk platform, perform data and model analysis, and back-test, validate and assess all of the models you develop.

Candidates need to have experience with calculating a variety of risk measurements and a deep understanding of pricing and cash flow characteristics of a number of banking products. The strongest applicants will also have solid knowledge of stochastic modelling and statistical data analysis.

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

* PhD or Masters in a quantitative field
* 3+ years of experience in the financial sector
* Strong knowledge of Excel, SAS, MATLAB, and Bloomberg
* Experience in risk modelling
* Familiarity with option valuation techniques

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