Beschreibung
Quantitative/Risk Analyst
Randstad Professionals is actively looking for a Senior Quant/Risk Analyst for their banking client in Zurich, Switzerland.
The candidate would join the client in a Risk Methodology team in order to develop the bank's market and liquidity models. The team will be accountable for creating a model which captures all risks across our client's businesses, implementing this model in IT systems and documenting it following internal and external standards.
- Important tasks include:
-Reviewing requirements for Economic Capital and supporting global Market Risk Methodology team in implementing them
-Reviewing models used within Liquidity Risk
-Identify gaps in risk factor coverage and quantify missing risk factors
- Duties and Responsibilities
-Understand how market and liquidity risk models are used in a leading financial institution
-Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
-Research alternative methodologies, and compare them; justify and test the chosen option
-Ensure that models are adequately documented for both internal and external (eg regulatory) purposes
-Collaborate with IT analysts and developers to implement changes to the model
-Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
- Candidate Description
Requisites:
-At least 3+ years experience in quantitative market risk measurement within an investment bank or other financial institution;
-Previous VaR or Economic Capital experience is required
-The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering
-A higher degree in one of those areas or in finance or a professional qualification eg CFA, FRM, PRIMA would be an advantage
-General knowledge of risk issues and regulatory requirements, together with liquidity, treasury and funding know-how and experience in model validation is highly valued
-Candidates are required to have strong written and verbal communication skills
-Ability to work well in a team and building relationships
-Ability to produce high quality, accurate work, under pressure
Duration: 9 months +
If you're up for a new challenge, don't hesitate to send in your application!
Good to know you
Charlotte