Quantitative Analyst contract job - Zürich, Switzerland

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
keine Angabe
Von:
Nicoll Curtin Technology
Ort:
Zürich
Eingestellt:
18.05.2018
Land:
flag_no Schweiz
Projekt-ID:
1557179

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Quantitative Analyst contract job - Zürich, Switzerland

Quantitative Analyst, Quantitative Modeller, Repo, Haircuts, Stressed haircuts

Our client, a tier one bank in Zurich, is looking for a Quantitative Analyst to support the Liquidity and Funding Modelling team. The ideal candidate brings experience as a quantitative analyst within the investment banking sector. Specific experience with repos and haircuts is essential.

The primary focus of the role will be to develop models conceptually and identify data sources to support modelling/parameter choices empirically, particularly in a project on a market and stressed haircut review for securities financing transactions/trading-portfolio assets. The relevant domain knowledge (eg stressed haircuts) as well as technical proficiency with SQL and Excel are the essential requirements. Candidates who are immediately available will be strongly preferred.

For more information on this Quant Analyst job in Zürich Switzerland, please send your CV to Brett Irwin at (see below) or Please note that while we are grateful for all job applications, only the most suitable will be contacted. Thank you very much for your interest.