Beschreibung
For a long-term project at our client‘s site, an international bank based in Zurich, we are looking for an experiencedQuant Developer - R /Java / Matlab / SAS (4898)
In this role, you will be using techniques from Quantitative Risk Management, Financial Mathematics, and Econometrics to develop and improve models.
Your Qualifications:
- Bachelor's or Master's degree in Computer Science and/or Mathematics / Statistics
- 2+ years experience as a Software Developer with a solid knowledge of R (must criteria) as well as numerical and quantitative skills
- Regulatory Risk modeling background (CCAR, IFRS9 etc.)
- Experience with troubleshooting Software issues on Windows and Linux environments
- Experience of Java, Matlab or SAS is advantageous
- Knowledge of Software Engineering best practices preferred
- A strong communicator with fluency in English (oral/written)
Your Responsibilities:
- Use techniques from Quantitative Risk Management, Financial Mathematics, and Econometrics to develop and improve models
- Implement models in R, before being embedded into the productive Risk Infrastructure
- Prepare the documentation of the models and present impacts to Senior Management Stakeholders across the bank
Are you ready for a new challenge and available in November in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: .