Qunatitative Analyst-Senior Manager-Boston, MA

A national bank is seeking a Quantitative Analyst to act as the senior technical lead to build its full suite of Basel-complaint, statistically-based dual risk rating models. As the Senior Quantitative Analyst you will be engaging with internal and external stakeholders to facilitate discussion and drive agreement on model development. You will also oversee the development of a comprehensive risk rating framework and infrastructure.

The Senior Quantitative Analyst will exhibit excellent people leadership skills to leverage the capabilities of the business partners and associates along with the confidence to effectively influence the executive leadership team.

Qualifications:
* 5+ years of progressive experience in econometric/statistical modeling of credit risk within a commercial bank or risk consulting firm
* Masters degree in a quantitative discipline
* Strong credit risk modeling, particularly with respect to Basel II
* Results driven approach to work

This is a unique position that offers you as the Quantitative Analyst the opportunity to take on a technical lead in the development of a risk rating framework. If you are interested please contact: Christopher Woolston,

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