Beschreibung
Harvey Nash is looking for a Senior Quant Analyst for a 9 month project in Switzerland.
The role is for a Quantitative Analyst to support the Risk Methodology team in Zurich.
You are responsible for assisting Market and Liquidity Risk Management in quantitative analysis and reviewing market and liquidity risk models with respect to the Swiss legal entity programme Reviewing requirements for Economic Capital and supporting global Market Risk Methodology team in implementing them Reviewing models used within Liquidity Risk Identifying gaps in risk factor coverage and quantify missing risk factors Understanding how market and liquidity risk models are used in a leading financial institution Proactively seeking solutions to improve material parts of the model; review and improve components; identifying the relevant sources of risk and assess their capture Researching alternative methodologies, and comparing them; justify and testing the chosen option Ensuring that models are adequately documented for both internal and external (eg regulatory) purposes Collaborating 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 Requirements
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 rlatory 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 Some programming skills would also be desirable Ability to work well in a team and building relationships Ability to produce high quality, accurate work, under pressure and to tight deadlines Willingness to question and challenge the status quo and ability to provide alternative approaches Are you available immediately, have experience working within a banking company? Please send your complete CV (Word documents preferred) to (see below) For further details feel free to call me. I am looking forward to receiving your application.
