Beschreibung
For a project at our client, an international bank in Zurich, we are looking for an
Analytics Specialist - Risk Modeling (3889)
In this team you will be 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. More Junior profiles are welcomed.
Your Qualifications:
- Experience in risk modelling or model validation
- 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
- 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/written)
About the role:
- Project-based independent model assessments in line with the our clients' 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)
Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word.