SAS Quant Model Software Developer

Zürich  ‐ Vor Ort
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
Sie finden vakante Projekte hier in unserer Projektbörse.

Beschreibung

For one of our clients - a major international bank headquartered in Zurich - we are looking for an experienced SAS Quant Model Software Developer. The team supports the business in calculating and reporting regulatory-significant risk metrics across the full firm (enterprise wide risk).

Responsibilities:

As part of the 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.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.

Your main tasks:

  • transforming prototype code from quant risk methodologists into production ready libraries that are robust, efficient and scalable
  • establishing a software strategy and coding standards

Great long term role in an 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
ab sofort
Dauer
6 months +
(Verlängerung möglich)
Von
P1ConsultingSolutions
Eingestellt
07.10.2017
Projekt-ID:
1429926
Vertragsart
Freiberuflich
Um sich auf dieses Projekt zu bewerben müssen Sie sich einloggen.
Registrieren