Beschreibung
For our banking client site in Zurich, we are looking for a
Risk Modeling & Analytics Specialist (3513)
We are looking for an engaged and motivated personality to act as a Risk Modeling & Analytics Specialist in the validation of models in the context of CCAR.
Your qualifications:
- Master's or PhD degree in financial mathematics/engineering, statistics, or econometrics
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital or stress testing
- Experience in risk modelling or model validation
- Co-operativeness and team-orientation, while being able to motivate and organize yourself and complete tasks independently to high quality standards
- Good knowledge of statistical modelling software (eg, Matlab, R, SAS, STATA)
- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
- Fluency in English, oral and written
Your responsibilities:
- Assessment of the model's conceptual soundness and methodology
- Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Outcome, impact, or benchmark analyses and developing a benchmark model (as appropriate)
- Model risk assessment, including model robustness analysis, identification of limitations, and their assessment
- Documentation of the assessment to required standards
- Interaction and discussion with stakeholders (model developer as well as senior model owner and model governance bodies)
Are you ready for a new challenge? We look forward to receiving your CV in MS-Word format (.doc/x).