Beschreibung
Quantitative Analyst/Risk Modelling Specialist with experience in model validation wanted for an independent model assessment within an international bank in Zurich.
Your tasks:
- Assessing the model's conceptual soundness and methodology
- Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Risk model validation
- Developing a benchmark model
- Evaluating model risk, including model robustness analysis, identification of limitations, and their assessment
- Managing stakeholders (model developer, senior model owner and model governance bodies)
Your experience/skills:
- Acaedmic degree in financial mathematics/engineering, statistics, or econometrics
- Experience in risk modelling or model validation
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital or stress testing
- Solid knowledge of statistical modelling software (eg, Matlab, R, SAS, STATA)
- Languages: fluent English both written and spoken, German would be a big plus
Start: ASAP
Duration: 12MM++
Location: Zurich, Switzerland
Does that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and many more