Quant Risk Specialist

Zürich  ‐ Vor Ort
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Beschreibung

For our client in Zurich, a globally operating bank, we are looking for a

Quant Risk Specialist

for a contract until the end of the year.

Your role

Are you adept at risk matters? Are you interested in Stress Testing and Economic Capital? Do you know how to work well within a team to develop and deliver solutions?

Then we are looking for you to:

. Develop and maintain methodologies for stress testing and economic capital for the group and different legal entities around the globe - use techniques from quantitative risk management, financial mathematics and econometrics to develop and change models.
. implement models in R or Matlab, before being Embedded into the productive risk infrastructure.
. Re-code and change existing models to complement our team on a temporary basis to push ahead a key strategic project within the bank

Your team

You'll be working in the Statistical Risk Aggregation Methodology/Stress Methodology team in Zürich, Switzerland. Our role is to develop, maintain, and apply the bank's stress testing and economic capital framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm's profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

Your experience and skills

You have:

. a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
. some experience in Stress Testing/Economic Capital or other areas of risk methodology preferred
. sound knowledge of statistical and econometric methods and their application
. IT flair and programming knowledge. Experience in writing code is essential
. strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
. good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
. experience with handling large datasets is a plus

You are:

. proficient in use of statistical software (eg R, Matlab, SAS, Stata)
. a great communicator (and you know how to handle challenging situations)
. team-orientated, while able to complete tasks independently
. fluent in English, additional languages are welcome

If your experience matches the required profile, please submit your application.

Start
keine Angabe
Von
Harvey Nash IT Recruitment Switzerland
Eingestellt
07.04.2017
Projekt-ID:
1321590
Vertragsart
Freiberuflich
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