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 Read more […]

June 9, 2012 • Tags: , • Posted in: Financial • Comments Off on Senior Quantitative Analyst-Model Validation recruitment