Firmwide Risk IT - Quant Model Software Developer

Zürich  ‐ Vor Ort
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Beschreibung

Description:

For the Firmwide Risk IT area of one of our clients - a major international bank headquartered in Zurich - we are looking for an experienced Model Developer. Firmwide Risk IT support the business in calculating and reporting regulatory-significant risk metrics across the full firm (enterprise wide risk).

Responsibilities:

As part of the Firmwide Risk IT team, you will contribute to the ongoing development of models used to assess the firm's aggregate level of risk exposure versus the risk appetite established through the quantitative pillars of the bank's firm-wide risk appetite framework. This framework is designed to ensure that risk-taking at every level of the organization is in line with the firm's strategic priorities, capital and liquidity plans.
Your primary responsibilities will be to transform prototype code from quant risk methodologists into production ready libraries that are robust, efficient and scalable for integration on the centralized production calculation platform. Also to establish a software strategy and coding standards. You will be a part of the broader international team that is responsible for Firm-Wide risk applications running models and providing insightful analysis for senior management, the Board of Directors and regulators.

Great long term role in a very international team.

Requirements:

  • University degree or equivalent experience; FRM or CFA are advantageous
  • Good understanding of Statistical techniques and concepts
  • Good understanding of Regulatory driven risk modelling techniques. Experience with credit risk and/or market risk
  • Expertise with the following programming languages/environments: SAS and/or R
  • Good SQL and Data Analysis skills
  • Experience with one of the following programming languages/environments Python, Matlab, Java would be beneficial
  • Passionate about supporting the development of IT systems and applications
  • Technically savvy with an appreciation for IT capability
  • Adaptable, able to work across teams and functions
  • Fluent in English

If you think your profile is a good match for this role, please send us your CV in MS-Word format and one of our consultants will get back to you shortly.

Start
Oct/Nov/Dec 2017
Dauer
6++ months
(Verlängerung möglich)
Von
P1ConsultingSolutions
Eingestellt
19.09.2017
Projekt-ID:
1418972
Vertragsart
Freiberuflich
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