Sr Quantitative Risk Analyst: Advanced Analytics Group, Boston recruitment
The team is made up of heavy duty statistical quants with backgrounds combining statistics, math and programming. In this role you would be heavily involved with leadership groups from across the bank providing them with a sparring partner, to identify new and existing analytical needs, and managing analyses using advanced statistics and data mining techniques to enable better decision making. You will need to be able to build strong, persuasive relationships with opinion leaders in various groups and have a solution-focused approach.
In essence, you would be responsible for structuring, developing, executing and maintaining of a risk quantification framework in accordance with a range of regulatory requirements. You would also need to be able to present your research in an executive setting, so experience in presenting and being an opinion leader in this field would be a great base on which to build.
From a technical standpoint, your data analysis, statistical analysis and modelling skills need to be advanced and varied and you need to carry about 5 years of quantitative modelling experience as a minimum.
Some key technical skills:
MATLAB, SAS, SPSS
Statistics, statistical analysis, data mining/modelling
Knowledge of regulatory requirements (BASEL)
Knowledge of investment banking risk and risk management principles
Exceptional communication skills written and spoken
Experience of presenting to executive groups.
If you are an experienced quantitative risk analyst and would like to be considered for the position based in the heart of Boston's financial district, please upload your resume via the link for the attention of Ruth Steel and her team at Huxley Associates, Boston.