Beschreibung
For new business changes to the bank's risk methodologies, including firm-wide stress testing and statistical loss modeling, all newly developed models require independent model review. To support the independent model validation team, we are searching for experienced quants with background in Firm-wide Risk Modelling or Validation.Quant Risk Specialist – Firm-wide Risk Modelling (4653)
Your Qualifications:
- Master's or PhD degree in applied quantitative discipline
- Experience in Risk Modelling or model validation, Stress Testing / Economic Capital
- Very good understanding of financial accounting and balance sheet dynamics
- Proficient in statistical / econometric methods, their applications and modeling software (e.g., Matlab, VBA, SAS, R, C++)
- Sound knowledge of statistical and econometric methods and their application
- Fluent in English
Are you ready for a new challenge and available ASAP in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: .