Quantitative Risk Analyst - Programming in R / Matlab (4551)

Vor Ort
5 Monate
flag_no Schweiz

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For a project at our client‘s site, an international bank based in Zurich, we are looking for an experienced

Quantitative Risk Analyst - Programming in R / Matlab (4551)

You’ll be working in the Statistical Risk Aggregation Methodology / Stress Methodology team in Zürich which is developing, maintaining, and applying stress testing and economic capital frameworks.

Your Qualifications:
- Experience in Stress Testing / Economic Capital or other areas of risk methodology
- Proficient in use of statistical software; R is preferred (others are welcome as well: Matlab, SAS, Stata,…)
- Sound knowledge of statistical and econometric methods and their application
- IT flair and programming knowledge (experience in writing code is essential)
- Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- Experience with handling large datasets is a plus

Your Responsibilities:
- Develop and maintain methodologies for stress testing and economic capital for different legal entities around the globe
- Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change models
- Implement models in R, before being embedded into the productive risk infrastructure
- Re-code and change existing models to complement our team on a temporary basis to push ahead a key strategic project within the bank

Are you ready for a new challenge and available in August in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: