Quantitative Risk Analyst

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
5 months
Von:
Michael Bailey Associates - Zurich
Ort:
Zürich
Eingestellt:
07.07.2017
Land:
flag_no Schweiz
Projekt-ID:
1376311

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For our banking client we are looking for a

Quantitative Risk Specialist

Start:

End Date:

Work Location: Zurich

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 bank's 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 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

- Tluent in English, additional languages are welcome

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