Beschreibung
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