Quantitative developer

Zürich  ‐ Vor Ort
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Beschreibung

For our banking client we are currently looking for a

Quantitative Developer (temporary)

Start date:
Duration:
Location: Zurich

Your role:

We are looking for a programming, automation and data modelling specialist in the context of Reporting of Stress Testing and Economic Capital, who works well within a team to develop and deliver solutions.

Your tasks:

- Re-code and change existing data processing and aggregation risk models (R, SAS) to complement our team on a temporary basis to push ahead a key strategic project within the bank

- improve current Risk Reporting framework and automate analytic capabilities and report generation for stress testing and economic capital for the bank and different legal entities around the globe

The ideal candidate should bring:

- a Master's or PhD degree in applied quantitative discipline (eg Computer Science, Financial Engineering)

- have strong programming skills in R and SAS as well as knowledge of SQL and databases

- IT flair, experience in writing code, testing and deploying it to a production environment is essential

- programming experience applied to business process automation and risk report generation a strong plus

- to be familiar with statistical and econometric methods and their application in finance/risk management

- strong analytical, conceptual and organizational skills with the ability to work to tight deadlines and in an autonomous manner

- Experience with handling large datasets is a plus

- proficient in use of statistical software R and SAS

- a great communicator

- team-oriented, while able to complete tasks independently

- fluent in English

Michael Bailey International is acting as an Employment Business in relation to this vacancy.

Start
ab sofort
Dauer
8 months
Von
Michael Bailey Associates - Zurich
Eingestellt
03.05.2017
Projekt-ID:
1335345
Vertragsart
Freiberuflich
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