Beschreibung
Bosshard & Partner is looking with Mandate 2929 for a Quantitative Credit Risk Modeller (f/m).Project environment
A global Swiss Bank.
Tasks
• Quantitative credit risk modelling specialist across a range of take-and-hold products.
Requirements
• Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus.
• Master’s or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics.
• Sound practical understanding of financial markets and products.
• Prior working experience in a credit risk environment and real estate valuation would be beneficial together with knowledge of regulatory practice.
• Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems.
• Experience with large data sets / Big Data.
• Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard.
• Experience with high-level programming language and knowledge of statistical modelling software (e.g., SAS, R, MatLab)
Workload: 100%
Start Date: 04.05.2015
Duration: 31.12.2015 (with option of extension until 30.09.2016)
Workplace:Zurich
Did we gain your interest? Please do not hesitate to contact Mr. Hanspeter Himmel at or