Quantitative Risk Modeller

Vertragsart:
Vor Ort
Start:
9 months
Dauer:
negotiable
Von:
Harvey Nash IT Recruitment Switzerland
Ort:
Zürich
Eingestellt:
07.04.2018
Land:
flag_no Schweiz
Projekt-ID:
1534596

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For our client, a Swiss Bank, we are looking for a ...

Quantitative Risk Modeller ...

for a 9 months contract in Zurich, Switzerland.

Does complex modelling excite you? Are you an innovative thinker? We're looking for someone like that who can:

  • Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
  • Develop statistical and stress testing models for credit risks using R, C++, Matlab and Java
  • Research and document best practices when working on a new model, including understanding regulatory requirements and establishing a data model
  • Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models
  • Support regulatory exercises

You have:

  • a university degree in quantitative finance, math, statistics or other numerical discipline
  • solid coding skills in R, C++ or Java
  • solid understanding and experience in statistical methods in risk modelling (regression- and portfolio models, Monte Carlo techniques)
  • some experience or strong interest in the financial services industry, preferably in risk management
  • excellent analytical skills

If you feel this role could be interesting for you, please feel to apply directly or contact Nadja Espey via email ( (see below) ) or by phone.