Senior Quantitative Analyst, Credit Risk Management-Boston, MA

A leading international investment firm in Boston is looking for a senior quantitative analyst to lead the design, testing, and implementation of risk rating models that will contribute to the company's renewed focus on Basel-compliant, statistically-based risk initiatives.

In the role, you will be responsible for the design and execution of retail and wholesale credit risk parameter models as well as provide direction and support to a variety of teams with regards to business risk decisions. You will manage the development of a comprehensive quantitative risk rating framework and design models that monitor and analyze the outcome analysis of this framework. Another key responsibility of the position includes conducting quantitative portfolio analytics alongside the risk reporting units as well as working on a variety of quantitative research and development projects when needed.

Candidates should have a deep understanding of commercial and retail banking products, operations and credit processes, and excellent credit risk modeling skills. As you will be working in partnership with a number of different internal and external teams, applicants must also have outstanding communications skills.

Strong candidates will have:

* 4+ years of experience in econometric or statistical modeling of credit risk
* Proficiency in SAS or MATLAB
* PhD in a quantitative area preferred

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