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Urgent Experienced Quant Risk Analyst- Contract- Boston

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Matlab

Projektbeschreibung

Hope this advert finds you well.

I wanted to give you an update since I am urgently looking for an contractor that can help out the model validation group with ongoing projects in their Boston location.

The group is responsible for creating and implementing a company-wide framework to management model risk throughout model lifecycle across all business areas.

Function/ Deliverables:
1. Participate in development and execution of credit Economic Capital methodologies and Stress testing models.
2.Build macroeconomic models that explains the fundamental credit metrics, such as defaults, charge offs, loss severity, prepayment and new balance growth.
3. Execute model validation plans through statistical testing, estimation, logic and accuracy checks of models.
4. Analyze and challenge data used in model development to ensure its relevance and representativeness for model in use and to be implemented;
5. Develop creative approaches to display data trends, results of model validation and analysis (e.g., tables, graphs, etc.) to effectively communicate findings.
6. Assure quality and leading-edge nature of work by helping to solve problems faced by others.

-Required: Master's degree in Economics, Finance, Mathematics or Statistics.
-Preferred: Ph.d Degree in quantitative field or above.
-2-6 years of experience in Stress Testing and evaluating models.

Pre:
-Credit experience
-Having worked with credit card models or mortgage models would be a nice to have.

For this position they want you to perform technical analysis, write comprehensive validation documents, and review the work of more junior staff members.

Understanding of the U.S and international Basel II requirements and approaches;

I am looking for someone that is highly skilled in financial risk modeling, particularly with respect to credit scorecards and Basel II credit parameter models;
Strong capability in the use of standard, non-specialist software tools incl. Excel, PowerPoint, Word and good working knowledge of SAS/MatLab

The contract is based on 12 months to perm or just continue with extensions.

Rate: is open but in line with market standards (65-155). If you require more money just let me know they are open to discuss for the right person.

If you are interested feel free to reply ASAP to this position in Boston.

Speak soon about this and for now have a great day.

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

Projektdetails

  • Einsatzort:

    Massachusetts, Vereinigte Staaten

  • Projektbeginn:

    asap

  • Projektdauer:

    Keine Angabe

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland