Beschreibung
For a long-term project at our client‘s site, an international bank based in Zurich, we are looking for a
Quantitative Python Developer - FRTB / Basel 2.5
In this role, you will support the development of new slice and dice capabilities of the FRTB dashboard.
Your Qualifications:
- 3+ years of experience as a Quant Developer, ideally within the area of Market Risk Change
- University degree with strong technical background (e.g. Engineering, Physics, Mathematics, Computer Science), additional educational degree (e.g., Ph.D.) is a plus
- Several years experience with programming in Python as well as with data engineering and analysis
- Highly focused and able to perform in-depth analysis, identify problems and propose meaningful solutions
- Knowledge of regulatory topics, notably Basel 2.5 and FRTB, is an asset
- Passionate about financial markets, business transformation, technology, and trading
- Experience with financial products, financial modeling and risk management would be highly beneficial
- Fluent in English
Your Responsibilities:
- RDLs (FRTB inputs) delivery monitoring
- RTPL & HPL extraction from strategic platform
- PLA testing
- VaR backtesting
- Capital figures extraction and analysis
- RTPL vs HPL scatter plots and panel data generation for analysis
- Running the dashboard (uploading results)
- Extracting data from the dashboard
- Generating the desk status summary slides at bank level
Off to new destinations! Apply now directly on or contact our team on .