Quantitative Analyst

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
9 months +
Von:
Randstad (Schweiz) AG
Ort:
Zürich
Eingestellt:
02.06.2015
Land:
flag_no Schweiz
Projekt-ID:
915582

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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