Quantitative Analyst (Market Risk) - Contract - Switzerland

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
keine Angabe
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
02.06.2015
Land:
flag_no Schweiz
Projekt-ID:
915542

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Quantitative Analyst (Market Risk) - Contract - Switzerland

For our client in the banking sector in Zurich, we are looking for a Senior Quantitative Analyst who will be part of their Risk Methodology team.

Key Responsibilities:

  • Reviewing requirements for Economic Capital, Liquidity Risk models and supporting global Market Risk Methodology team in implementing them
  • Identifying gaps in risk factor coverage and quantify missing risk factors
  • Researching alternative methodologies and comparing them
  • Reviewing and improving components of the model
  • Ensuring that models are adequately documented
  • Working with IT analysts and developers to implement changes to the model
  • Assisting in preparing presentations for senior management covering change impacts, methodology features and capital implications

Ideal Profile:

  • Several years of experience in a Quantitative Analyst role in Market Risk measurement
  • Degree in Mathematics, Econometrics, Finance, or a related field of study
  • Additional qualification in finance would be a plus (CFA, FRM, etc.)
  • Knowledge of the following areas: liquidity, treasury, risk, regulatory, etc.
  • Experience in the banking sector
  • Programming skills would be a plus
  • Strong problem-solving skills

If you meet the requirements above, we would be looking forward to receiving your application!