Senior Quantitative Analyst-Model Validation recruitment
Commercial Bank in Boston is looking for a Sr Quant Analyst-Model Validation. Analyst will validate existing models covering retail and wholesale credit risk, liquidity, operational, valuation and pricing models, underwriting scorecards. Candidate must have a thorough understanding of models, their application, sensitivity analysis, backtesting, reporting and validation. Strong understanding on VaR, PFE, and CVA simulations, Basel II A-IRB, SAS, Excel, Matlab, Visual Basic. Excellent communication skills needed, as there is interaction with Regulators and Internal/External Auditors. Candidate must possess a PhD or Masters and 7+ years experience in similar role. Contact Gary McKelvie for more details.
Please refer to JO# GLM6000; Gary McKelvie;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: gary@integratedmgmt.com
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