Beschreibung
Quantitative Analyst - Credit Risk Modelling - Zürich, Switzerland
Quantitative Analyst, Counterparty Credit Risk Modelling, Internal Model Method (IMM)
Our client, a tier one bank in Zurich, is looking for a Quantitative Analyst to support a team with the IMM (Internal Model Method) implementation for counterparty credit risk modelling.
The ideal candidate brings experience as a quantitative analyst within the banking sector and ideally with credit risk modelling or similar financial modelling experience. Experience with derivative pricing and statistical risk modelling are strong advantages. Good programming skills with at least one language like Java, C#, Python, Scala is a must, as this role is a mixture of quantitative analysis and programming. Candidates must have a Masters or PhD in a field with strong mathematical grounding such as physics, engineering, computer science, quantitative finance, etc.
For more information on this Quantitative Analyst job in Zürich Switzerland, please send your CV to Brett Irwin. Please note that while we are grateful for all job applications, only the most suitable will be contacted. Thank you very much for your interest.