Risk Modeling & Analytics Specialist (3513)

Zürich  ‐ Vor Ort
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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).

Start
15.01.2016
Dauer
12 months
Von
iET SA
Eingestellt
06.01.2016
Projekt-ID:
1045751
Vertragsart
Freiberuflich
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