Beschreibung
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!