Financial Institution looking for Portfolio Analyst – CT recruitment
You will work use your quantitative background to Stress Test models for both Commercial and Consumer exposure. You will work with regulatory reviews of the portfolio models and process. You will interact with all business units to compile and distribute the model outputs.
This is an opportunity to gain valuable exposure to different parts of the business and gain direct experience working with Economic Capital models.
Requirements:
-Masters in quantitative field (ie engineering, computer science, math, finance etc)
-Must have RiskFrontier experience
-1 3 years relevant experience in Market Risk, Risk Management or Finance
-Strong understanding of credit products, credit markets and credit related models
-Strong analytical and quantitative skills
-Knowledge of SQL, C++, VBA, or SAS
-Strong communication skills
Please send your resume in Word doc format to Mairin with Huxley Associates for immediate consideration.
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