VP - Credit Risk Modeling (HA-12311263) Boston, Massachusetts

Two employers are actively searching for a skilled Credit Risk, PD/LGD modeler with a strong background in Basel rules and regulations for a VP-level role.  These are excellent opportunities with some of the most well-known and respected financial institutions on the east coast.

Highly qualified candidates will have experience in modeling and analytics with commercial banks or financial institutions.  Strong knowledge of financial, mathematical, and statistical theory and practice - particularly knowledge of option valuation, portfolio theory, stochastic processes, and time series analysis - is necessary.  Experience in developing macroeconomic forecasting models, knowledge of Vector Auto Regression, time series models and cross sectional analysis is desirable. 

Please direct queries to Matthew Gallira at Huxley Associates for details.