Junior Quantitative Analyst

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
6 months + +
Von:
RM IT Professional Resources AG
Ort:
Zürich
Eingestellt:
09.07.2015
Land:
flag_no Schweiz
Projekt-ID:
939838

Warning
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
Sie finden vakante Projekte hier in unserer Projektbörse.

On behalf of our client, a major Swiss bank, we are looking for a Junior Quantitative Analyst with SRAM and Stress Methodology to support the senior analysts within the team.

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 would be beneficial

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