Senior Quantitative Risk Analyst (HA-12316224) Boston, Massachusetts

Senior Quantitative Analysts will be responsible for the development and report of Credit Risk measurements for one of the largest retail banks in the world.  You will be responsible for developing reports, backed up by your own quantitative modeling and calculation, that will inform strategies on the level and types of risk the bank is willing to take. 

Initial deliverables will focus on producing credit management information for executive leadership, the Board of Directors, and regulators, and results must be actionable and supported by quantitative models.  Sr. Quant Analysists must closely follow developments within the bank's Wholesale and Retail portfolios, assessing the potential impact on the bank's risk management program. 

Responsibilities:

  • Perform analysis and interpret financial, credit, treasury, and internal data relative to external benchmarking standards. 
  • Author monthly summaries correlating business strategy with performance and benchmarking data, including commentary with supporting analytic evidence.  Present findings to senior executives.
  • Collaborate with the reporting and analysis team as well as the Finance and Treasury departments to develop a strong culture of information validation across the entire organiztion. 
  • Establish and manage action plans to close self-identified gaps. 
  • Develop an understanding of key business processes across Risk, Treasury, and Finance.

Qualifications:

  • BA/BS in Finance or Accounting required - Master's Degree preferred.
  • Experience in Credit Risk Management is required.  Analysts must assess approaches and determine the probability of business decisions on credit quality.  Knowledge of Basel accord preferred. 
  • Knowledge of Regulatory and Operational Risk management, as well as Market and Liquidity Risk, with an ability to develop independent, disciplined processes that eliminate, transfer, restructure, or mitigate identified risks. 
  • Strong analytical and communication skills, both written and verbal.
  • Excellent presentation skills. 
  • A balance of incisive numerical and analytical skills, together with an ability to speak and write concise, fluent English. 

Please contact Matthew Gallira from Huxley Associates immediately for details.