Quantitative Developer

Zürich  ‐ Vor Ort
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Beschreibung

For our client in Zurich, we are looking for a

Quantitative Risk Specialist (temporary)

for a 6 months' assignments

Your role

Are you adept at risk matters? Are you interested in Stress Testing? Do you know how to work well within a team to develop and deliver solutions?

Then we are looking for you to:

  • develop and maintain methodologies for stress testing for the group and different legal entities around the globe (including regulatory stress exercises such as CCAR)
  • use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
  • implement models in R, before being Embedded into the productive risk infrastructure
  • prepare the documentation of the models and present impacts to senior management stakeholders across the bank

Your team

You'll be working in the Stress Methodology team in Zürich, Switzerland. Our role is to develop, maintain, and apply the stress testing framework for assessing the impact of global macro-economic scenarios on the firm's profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

Your experience and skills

You have:

  • a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)experience in stress testing or other areas of risk methodology preferred
  • sound knowledge of statistical and econometric methods and their application
  • IT flair and programming knowledge. Experience in writing code is essential
  • strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
  • good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
  • experience with handling large datasets is a plus

You are:

  • proficient in use of statistical software R
  • able to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • a great communicator at all levels in the organization (and you know how to handle challenging situations)
  • team-orientated, while able to complete tasks independently
  • fluent in English, additional languages are welcome

If you are interested in this opportunity, please submit your application.

Start
ab sofort
Dauer
6 months
Von
Harvey Nash IT Recruitment Switzerland
Eingestellt
13.06.2017
Projekt-ID:
1360253
Vertragsart
Freiberuflich
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