Quantitative Specialist, Financial Management-Boston, MA

A leading financial management firm in Boston is looking for a quantitative specialist to be involved with all aspects of capital analysis within a financial management team. The role involves derivative modeling and pricing, Value-at-Risk analysis, data and model analysis, capital methodologies development, and quality control.

In the role, you will be responsible for monthly analysis of credit and operational Value at Risk and interest rate risk outputs as well as the integration of these outputs into a capital assessment framework. This will include the use of stochastic processes to develop and predict the performance of interest rate risk within the firm. Another key responsibility of the role involves the back testing, validation, and performance assessment of a number or risk models designed for independent analysis capabilities of other internal functions.

Candidates need to have an excellent understanding of option valuation techniques, stochastic modeling, and the pricing and cash flow characteristics of lending, deposit, investment, and derivative products.

As success in this role relies heavily on development skills, strong applicants will have fluency in the following software:

* SAS
* Bloomberg
* Operational risk modeling software such as OPVAR
* Essbase
* MBS cashflow modeling
* Bancware's Convergence 5.X

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