Stress Test Analyst (3874)

Zürich  ‐ Vor Ort
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Beschreibung

For a project of our client, an international banking company in Zürich, we are looking for an experienced

Stress Test Analyst (3874)

You will work in a team that is responsible for running scenario analysis exercise centrally support the stress testing activities of different legal entities. The ideal candidate will deliver stress testing submissions to the Group head regulator (FINMA). In particular, the candidate will work on new requirements relating to stress leverage ratio, an additional measure of solvency. The key stakeholders will be the group head regulator (FINMA) as well as board and senior management.

Requirements:

  • Degree in finance with quantitative background preferred
  • Several years' experience in working within private and investment banking and knowledge about their products/risk
  • Experience in developing/enhancing scenario methodology
  • Knowledge of statistical packages (eg R or Matlab) is a plus
  • Experience in team as well as project management
  • Ability to present complex issues to senior management in a simple way
  • Excellent communication skills in English

Responsibilities:

  • Develop stress methodology, analyse them and present the results of the analysis to senior management and the board, before these are sent to FINMA
  • Improve and integrate scenario results with decision making process of senior management and board
  • Produce high quality submission to the head regulator
  • Respond to regulatory enquiries and provide detailed analysis to senior management
  • Development tools to analyse the drivers of the post stress capital and leverage ratios
  • Lead regulatory submission on stress leverage ratio
  • Perform aggregate stress testing analysis for group solvency

Are you ready for a new challenge in one of the fastest growing and critical areas of the bank and immediately available? We look forward to receiving your application in MS-Word.

Start
ab sofort
Dauer
6 months
Von
iET SA
Eingestellt
06.07.2016
Projekt-ID:
1161706
Vertragsart
Freiberuflich
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