Beschreibung
For our banking client in Zürich, we are looking for a
Business Analyst - Data analysis, Modelling, USGAAP
Start: ASAP
Duration:
Location: Zürich
In this role, some of your responsibilities will be:
* Understanding and documenting business requirements for new USGAAP models
* Stakeholder management
* Analysing models calculation logic and data requirements
* Defining the new processes around the models
* Testing models implementation in UAT phase
* Data quality analyses and testing
To be able to succeed in this role, we are looking for a candidate with the following skills and experiences:
- Modelling mathematical skills in the area of z-factor models for PD, LGD, EAD
- Experience in IFRS9/USGAAP regulations
- Solid understanding of risk space of credit expected losses area
- Clear and efficient communication with IT and other stakeholders
- Ability to analyse and data required for models
- Build risk models
If you can add ability to use modelling tools like Matlab, R as well as data base queries: SQL and a good understanding of IT technology, to that list, don't forget to inform us about it.
Looking forward hearing from you!
Michael Bailey International is acting as an Employment Business in relation to this vacancy.