Senior Quantitative Analyst, Economiccapital-Boston,MA

A retail bank in Boston is looking for an experienced quantitative analyst to join the portfolio analytics team and lead the development of the team's economic capital model.

In the role, you will research, build, implement, and analyze economic capital models that will be used by the portfolio management teams to evaluate credit risk exposure as well as measure performance. You will work closely with a number of internal groups and support their use of the models you build and provide guidance on how these models can best be utilized. You will also be involved in quantitative model forecasting, stress testing, and scenario analysis.

To be considered for this role, applicants must have a deep understanding of option valuation, portfolio theory, and time series analysis. You must also have previous experience in loss forecasting on the sell side as well as be knowledgeable in data mining.

Ideal candidates will have:

* At least ten years of experience in the financial sector
* PhD in a quantitative field
* Strong knowledge of SAS, Stata, R, and MATLAB
* Expert understanding of C, C++, and VBA

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