Quantitative Risk Specialist

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
keine Angabe
Von:
Manpower Switzerland
Ort:
Zürich
Eingestellt:
08.04.2017
Land:
flag_no Schweiz
Projekt-ID:
1322355

Warning
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
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Key Responsibilities

- Develop and maintain methodologies for stress testing and economic capital in 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

Requirements

- a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)

- 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

- 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