Quantitative Risk Specialist, Matlab, R, SAS, Stata, Stress Testing

Vor Ort
keine Angabe
6 month
Manpower Switzerland
flag_no Schweiz

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We are looking for an Quantitative Risk Specialist in Zurich. (6 month project)

Our client develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

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


- 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