Quantitative Analyst (Banking)

Vor Ort
6 months
Experis AG
flag_no Schweiz

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Experis recognises you are more than just a CV. As part of the ManpowerGroup we have access to a huge network of opportunities and we'll connect you to the roles that will accelerate your career.

On behalf of our client, one of the most prestigious banks, we are looking for a Quantitative Analyst (Banking). For this 6 months contract position based in Zürich, our client is looking for an English speaking candidate, who can as soon as possible.

Are you looking for an exciting new opportunity with a market leading global company? Then please have a look at the details:

Key responsibilities:

  • support ITS platform team with the IMM (Internal Model Method) implementation for counterparty credit risk modelling
  • perform ad-hoc analysis around the strategic IMM calculation engine and work with IT, Credit Analytics, and the central IMM programme on building the strategic solution
  • design, prototype, and test new functionalities around the IMM implementation
  • analyse/align the CRM requirements across different IMM models (and different business divisions) and drive the holistic solution

Who I am looking for:

  • Master or PhD in a field with strong mathematical grounding such as physics, engineering or alternatively computer science
  • Strong background in financial modelling (eg, derivative pricing, statistical risk modelling, RWA calculation )
  • Outstanding analytical, conceptual, and technical skills combined with result orientation and problem solving capability
  • Proficiency in one or more programming languages and frameworks (eg, C#, Java, Ruby, Python, Scala, ) is a plus
  • Enthusiasm for discovering and understanding how the trading platform of ITS works and long-term focus on adapting it to current and future demands
  • Experience with regulatory transformation projects in the financial industry is a plus
  • Excellent communication skills
  • Fluent in English

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions, please contact Doris Wen

Experis IT is Europe's leading IT&T recruitment agency.