Junior Model Developer

Zürich  ‐ Vor Ort
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Beschreibung

Junior Model Developer with SRAM and Stress Methodology for an international bank in Zurich.

Your tasks:

  • Develop and implement methodologies for the measurement of various risk types such as Credit/Market/Operational/Funding
  • Carry out regular re-calibration and confirmation of statistical and stress models
  • Devise impact analysis for various regulators (FINMA/FED/PRA/EBA)
  • Contribute to strategic transformation projects in Group Risk Methodology
  • Prepare ad-hoc analysis and present findings to senior management

Your experience/skills:

  • Master's or PhD degree in Econometrics/Statistics and/or Financial Engineering
  • Profound knowledge of statistical and econometric methods and application
  • Aptitude in use of statistical software (SAS/R/Stata/Matlab)
  • Experience with handling large datasets
  • Good understanding in (macro-) economic mechanisms and their influence on financial markets
  • Some experience in statistical modelling or stress testing or other areas of risk methodology preferred
  • Good theoretical and analytical abilities
  • Very good communication and interpersonal skills
  • IT and programming knowledge

Start: ASAP

Duration: 6MM

Location: Zurich, Switzerland

Doesn't that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.

Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.

New to Switzerland? At successful placement, we support you with

  • All administrative questions
  • Finding an apartment
  • Health - and social insurance
  • Work permit and many more

Start
ab sofort
Dauer
6 months + +
(Verlängerung möglich)
Von
RM IT Professional Resources AG
Eingestellt
04.07.2015
Projekt-ID:
937648
Vertragsart
Freiberuflich
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