Beschreibung
For a project at our banking client in Zurich, we are looking for an experiencedBusiness Analyst - IMM / Financial Modelling (4761)
In this role you are supporting the platform team with the IMM (Internal Model Method) implementation for counterparty credit risk modelling.
Your Qualifications:
- Seasoned Business Analyst with strong background in financial modelling (e.g., derivative pricing, statistical risk modelling, RWA calculation,…)
- Proficiency in one or more programming languages and frameworks (e.g., C#, Java, Ruby, Python, Scala,…)
- Experience with regulatory transformation projects in the financial industry is a plus
- Master or PhD in a field with strong mathematical grounding such as physics, engineering or alternatively computer science
- Enthusiasm for discovering and understanding how the trading platform of ITS works and long-term focus on adapting it to current and future demands
- Outstanding analytical, conceptual, and technical skills combined with result orientation and problem solving capability
- Excellent communication skills in English
Your Responsibilities:
- Perform ad-hoc analysis around the strategic IMM calculation engine and work with IT, Credit Analytics, and the central IMM programme on building the strategic solution
- Design, prototype, and test new functionalities around the IMM implementation
- Analyse/align the CRM requirements across different IMM models (and different business divisions) and drive the holistic solution
Are you ready for a new challenge and available from October in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: .