Quantitative Analyst

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
keine Angabe
Von:
RM IT Professional Resources AG
Ort:
Zürich
Eingestellt:
13.01.2018
Land:
flag_no Schweiz
Projekt-ID:
1484001

Warning
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
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Quantitative Analyst with profound risk modelling knowledge wanted for our Zurich based client in the financial sector.

Your experience/skills:

  • PhD or Master's degree in mathematics, physics, engineering, IT or familiar
  • 2+ years' working experience in a relevant field
  • Understanding of risk modelling, financial markets and credit portfolio model prototype implementations
  • Knowledge of Matlab and R programming with the capability of writing clear technical documents compliant with SR 11-7 standards is desirable
  • Languages: fluent English both written and spoken

Your tasks:

  • Supporting Credit Analytics, working across all divisions
  • Working on methodology development including data and statistical analysis, model design and prototype implementation
  • Documenting up to SR11-7 standards and supporting on governance
  • Designing and incorporating collateral concentration risk framework into existing model including prototype implementation and requirements capture in IT specifications

Start: ASAP
Duration: 9MM+
Location: Zurich, Switzerland
Ref.Nr.: BH12208

Does this sound like an interesting and challenging opportunity to you? Then take the next step by sending us your CV as a Word document and a 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.

Going the extra mile

New to Switzerland? In case of successful placement, we support you with:

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