*Hi Partners,* ** *Greetings,* ** *Hope you are doing Well!!!!!!!!!!!!!!!* ** *Please forward a profiles to **[email protected]*<[email protected]> ** *Here are the requirement details*
Duration: 11 months Location: Boston, MA The primary role of the Lead Quantitative Analyst in achieving the department objective is the production, analysis, and integration of the risk measures used to identify and manage the capital level and risk exposure of the bank and its subsidiaries. This role includes integrating credit, interest rate, operational and liquidity risk with other risk types in the setting of bank wide performance and risk metrics. Function: Determine the major functions or key responsibilities of the job. The essential functions should state the purpose of the work and the results to be accomplished, rather than how the function is performed. These are actions that others can see, hear or observe. The more time a colleague spends on a function, the more essential it is. Generally, include those functions that account for 10% or more of the work (i.e., key items that contribute significantly to the achievement of the job. The percents should total 100%. Percent of Time Description of Function 20% The Lead Quantitative Analyst will work as the senior quantitative member of a financial management team involved in all phases of capital analysis including: derivative instrument modeling and pricing, Value-at-Risk analysis, data and model analysis, development of capital methodologies and applications, quality control and testing, and business requirements definition. 20% Quantitative specialists will document, validate, and implement quantitative solutions for market, credit, and operational risk capital. 15% Specific monthly responsibilities include: Analysis of Credit Value at Risk outputs and integration within a capital assessment framework. This includes integration and development of appropriate option adjusted funds transfer pricing for all credit sensitive instruments. Regards, Shankar 248-522-6879 Technology consultanst inc -- You received this message because you are subscribed to the Google Groups "SAP ABAP" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/sap-abap?hl=en.
