Junior Risk Modeller - Contract - Switzerland

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
keine Angabe
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
07.07.2015
Land:
flag_no Schweiz
Projekt-ID:
938645

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On behalf of one our clients in Zurich - a leading financial institution, Stamford Consultants are looking for a Junior Risk Modeller to join their international Risk Methodology team.

Key Responsibilities:

  • Developing and implementing new methodologies for the measurement of different risk types, eg Market Risk, Credit Risk, Operational Risk, Investment Risk, Funding Risk, Business Risk, etc.
  • Confirming stress and statistical models
  • Performing ad-hoc analysis and presenting findings to senior management
  • Preparing impact analysis for senior management and various regulators

Ideal Profile:

  • PhD or Master's Degree in Econometrics, Statistics, or a related quantitative field
  • Some experience in stress testing or statistical modelling in the risk area
  • Strong knowledge of econometric and statistical methods
  • Excellent command of any statistical software, eg R, SAS, Matlab, Stata, etc.
  • Ability to handle large databases
  • Knowledge of macroeconomics
  • Strong analytical and communication skills

If you are interested in the role above, we would be looking forward to receiving your application!