Quantitative Risk Specialist

Vor Ort
keine Angabe
Harvey Nash IT Recruitment Switzerland
flag_no Schweiz

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For our client, global banking company located in Zurich is looking for a Qunatitative Risk Specialist for a 5-Months contract.

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 Banking 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 team
You'll be working in the Statistical Risk Aggregation Methodology/Stress Methodology team in Zürich, Switzerland. Our role is to develop, maintain, and apply banking stress testing and economic capital framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm's profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

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
- fluent in English, additional languages are welcome

For more information please contact me.