Quantitative Analyst/Risk Modelling Specialist

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months
Von:
RM IT Professional Resources AG
Ort:
Zürich
Eingestellt:
06.01.2016
Land:
flag_no Schweiz
Projekt-ID:
1045881

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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