Quantitative Developer/Modeller

Vor Ort
9 months
RM IT Professional Resources AG
flag_no Schweiz

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Quantitative Developer/Modeller

Quantitative credit risk modelling specialist across a range of take-and-hold products wanted for an international bank located in Zurich.

Your tasks:

  • Develop Quantitative Models in banking/finance
  • Explain Quantitative Models to Senior Management

Your experience/skills:

  • Minimum 2 years experience in credit risk modelling
  • Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
  • Sound practical understanding of financial markets and products
  • 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 US regulations (CCAR, SR 11-07, SR 12-07) is a big plus
  • Prior working experience in a credit risk environment and real estate valuation together with knowledge of regulatory practice would be beneficial
  • Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
  • Languages: fluent English both written and spoken, German would be a big plus

Start: ASAP
Duration: 9MM++
Location: Zurich, Switzerland

Doesn't that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.

Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.