Quantitative Risk Control Specialist - R / Matlab (4662)

Vor Ort
ab sofort
4 Monate (Verlängerung möglich)
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 Control Specialist - R / Matlab (4662)

The ideal candidate will work in the Statistical Risk Aggregation Methodology / Stress Methodology team. The team will develop, maintain, and apply stress testing and economic capital framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm’s profitability and capital adequacy.

Your Qualifications:

-Strong experience in Stress Testing / Economic Capital or other areas of risk methodology
-Sound knowledge of statistical and econometric methods and their application (e.g. R, Matlab, SAS, Stata)
-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
-Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
-Fluent in English, any additonal language is a plus

Your Responsibilities:

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

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