Beschreibung
For our banking in Zürich we are currently looking for a Risk Modeling & Analytics Specialist:
START: ASAP
DUTAION: until 31.12.16
LOCATION: Zürich
Our team is responsible for the independent validation of risk models, specifically market, treasury and consequential risk models, including economic capital and stress testing applications. We are looking for an engaged and motivated personality to act as a Risk Modeling & Analytics Specialist in the validation of statistical risk aggregation models.
The role is for until 31 December 2016 and primarily involves:
*Project-based independent model assessments in line with the bank model governance policy, supplementary documents, and the EPS instructions, notably
*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)
The requirements for the role are:
*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
*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, in oral and written form
Michael Bailey International is acting as an Employment Business in relation to this vacancy.