Beschreibung
Risk Analyst/Business Analyst Contract T-SQL R ZURICH Contract
Instrument specifications/modelling in Bloomberg PORT (portfolio analytics module)
Development/enhancement of test interfaces
Daily performance reconciliation and extension of the framework
Development and documentation of reporting workflows
Close collaboration with Data Service, IT and external parties to backtrack data issues and propose business-focused solutions
Migration of various risk tools and related workflows
o Data sourcing
o Portfolio monitoring tools/model portfolios
o Counterparty/sovereign monitoring Requirements
Degree in mathematics, science, engineering or economics with practical experience in the financial industry, preferably asset management or investment banking with exposure to business analysis and system implementation, CFA/FRM is a plus
Very good knowledge of financial instruments and related valuation models/data requirements
Very good knowledge on databases and data processes
Proven programming skills in T-SQL and R (advanced shiny skills would optimal), Python is a plus
Experience with Bloomberg PORT, BarraOne (BDT/BDTi) would be optimal
Very good understanding of MS Office
Precise and reliable working style, quick grasp
Track record in working independently on complex topics in risk/performance attribution