Beschreibung
Bosshard & Partner is looking with Mandate 3058 for a Supporter (f/m) Risk and Stress Methodology.Project environment
Within the teams Statistical Risk Aggregation Methodology (SRAM) and Stress Methodology the team of a global Swiss Bank develops, refines, and implements statistical and stress models to measure all material risks the bank is exposed to. This comprises models for individual risk types (including market, credit, issuer, investment, funding, operational, pension and business risk), as well as methodologies to aggregate risks.
Tasks
• Develop and implement new methodologies for the measurement of various risk types (Credit, Market, Operational, Funding,…).
• Perform regular re-calibration and confirmation of statistical and stress models.
• Prepare impact analysis for various regulators (FINMA, FED, PRA, EBA) and senior management.
• Contribute to strategic transformation projects in Group Risk Methodology.
• Prepare ad-hoc analysis and present findings to senior management.
Requirements
• Master’s or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering).
• Sound knowledge of statistical and econometric methods and their application.
• Proficiency in use of statistical software (e.g. SAS, R, Stata, Matlab…).
• Experience with handling large datasets.
• Good general understanding and interest 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 conceptual and analytical abilities.
• Very good interpersonal and communication skills.
• Ability to deliver high quality results to set deadlines.
• IT flair and programming knowledge.
Workload: 100%
Start Date: 20.07.2015
End Date: 19.01.2016
Workplace: Zurich
Did we gain your interest? Please do not hesitate to contact Mr. Hanspeter Himmel at or