Beschreibung
For our client, a well renowned International Bank, we are looking for a Quantitative Developer with Business and IT experience/understanding. For this requisition we can only consider candidates already living in Switzerland and holding a valid work permit or candidates willing to relocate ASAP (only from the EU).
Your responsibilities:
- 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 UBS Group and different legal entities around the globe
Your Profile
- Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
- Sound experience in Programming (R and SAS)
- Sound knowledge of SQL and Databases
- Risk/Banking experience
- 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
- 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 (German, French, Italian)