Senior Quantitative Analyst- Regulatory Risk Models

My client a global financial systems leader is seeking a senior quantitative analyst for regulatory risk models for their risk research group. This individual will lead research and development efforts for cutting edge risk models. This roles responsibilities include formulating regulatory-compliant SR and IRC model specifications for the Enterprise Risk platforms, prototype the SR/IRC models using Matlab, participate in QA testing and interact with clients.

Qualifications:
- Minimum 10 years of experience as a senior quant
- Deep knowledge of financial modeling and asset classes
- Prior experience with SR models and regulatory approval preferred
- Prior experience with IRC models preferred
- Management experience implementing quant models in systems and producing results
- Hands-on ability for prototyping and interacting with R&D for model/system development
- Knowledge of the Bloomberg infrastructure and data
- PhD in mathematics, science, engineering, computer scienceTo find out more about Huxley Associates please visit www.huxley.com