Beschreibung
Bosshard & Partner is looking with Mandate 3347for a Risk Modeling & Analytics Specialist (f/m)
Project environment
A global Swiss Bank. The team is responsible for the independent validation of risk models, specifically market, treasury and consequential risk models, including economic capital and stress testing applications.
Tasks
• Project-based independent model assessments in line with the bank’s model governance policy and supplementary documents, notably:
o Assessment of the model's conceptual soundness and methodology.
o Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
o Outcome, impact, or benchmark analyses and developing a benchmark model (as appropriate).
o Model risk assessment, including model robustness analysis, identification of limitations, and their assessment.
o Documentation of the assessment to required standards.
• Interaction and discussion with stakeholders (model developer as well as senior model owner and model governance bodies).
• Sharing modeling knowledge across the Bank Group.
Requirements
• Master's or PhD degree in financial mathematics/engineering, statistics, or econometrics.
• Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital or stress testing.
• Experience in risk modelling or model validation.
• Good knowledge of statistical modeling software (e.g., Matlab, R, SAS, STATA).
Soft skills
• Fluency in English, in oral and written form.
• Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally.
• Cooperativeness and team-orientation, while being able to motivate and organize yourself and complete tasks independently to high quality standards.
Workload: 100%
Start Date: asap
Duration: 12 months
Workplace: Zurich
Did we gain your interest? Please do not hesitate to contact Mr Christoph Adelmann at or