Quant Analyst

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

Beschreibung

Next Ventures requires the services of 2 x Quant Analysts for a client in Zurich.

The key responsibility is to support the methodology development for the Credit Economic Risk Capital (ERC) model including work on eg data/statistical analysis, model design, prototype implementation, requirements capture in IT specification, documentation up to SR11-7 standards, support on governance.

Specific focus of this role would be on the collateral concentration risk framework/methodology - which is a regulatory requirement - which needs to be designed and incorporated into the existing Credit ERC model, incl. prototype implementation/requirements capture in IT specifications as well as documentation.

Must have skills & experience:

Ideally an understanding of risk modelling.

Must have some R programming skills & or some Matlab (does not need to be an expert), must be used to very large amounts of code (15'000 lines of code) will be expected to be able to understand, update & extend this code using R.

Must be capable of writing clear technical documents compliant with SR 11-7 standards (or their translation of those into clients' policies by model risk management). However, we do not expect candidates to have experience with this although if they had some idea it would be nice.

2-5 years working experience.

This role will be interesting in two growth areas - Credit ERC and collateral concentration risk). This project has senior management attention because it is regulatory driven and high on agenda of Group CRO. You will gain insight into a number of key areas for the financial industry at a tier 1 bank, including Credit Portfolio Modelling and exposure modelling.

Please contact Stuart Holman or email (see below)

Start
ab sofort
Dauer
6 months +
(Verlängerung möglich)
Von
Next Ventures Ltd
Eingestellt
13.01.2018
Projekt-ID:
1483795
Vertragsart
Freiberuflich
Um sich auf dieses Projekt zu bewerben müssen Sie sich einloggen.
Registrieren