Beschreibung
Quantitative Business Analyst (Derivatives Pricing Models)
On behalf of our client, a leading bank in Zürich, we are looking for a Quantitative Business Analyst with good understanding of Derivatives Pricing Models.
Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
Role:
- The role is within the Credit Exposure Modelling Team which is responsible for developing models to calculate credit exposure metrics (PE and EPE) for counterparty credit risk.
- A new model platform was developed in the recent year for the investment banking business. This model platform will be rolled out to the uncollateralized private banking like business. The respective candidate would accompany this role out form the model methodology side.
Responsibilities:
- Gap analysis between IB model and PB methodology
- Analysis of the fall back method
- Impact assessment between new and old model
- Data managements
- Pre deal inquiry methodology improvements
Skills:
- Over 5 years of experience in business analysis
- Quantitative Background
- Solid understanding of financial markets, credit business, regulations, derivative products and risk modelling
- Good understanding of Derivatives Pricing Models (Interest Rate and FX Derivatives)
- Counterparty Credit Risk is highly beneficially
- People oriented working style
- Proactive and self-managing working style
- Fluency in English as well as good communication skills
Are you interested in this opportunity?
Kindly send us your CV today. In case of any questions please contact Sophia Alaoui.
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