Risk Control Specialist - Economic Capital / Stress Testing (4260)

Zürich, Zürich  ‐ Vor Ort
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Beschreibung

For a project at our client‘s site, an international bank based in Zurich, we are looking for an experienced

Risk Control Specialist - Economic Capital / Stress Testing (4260)

In this role you will develop, maintain and apply Stress Testing and Economic Capital Framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm’s profitability and capital adequacy. The Framework captures all risk types across all businesses world-wide.

Your Qualifications:

-Master‘s or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
-Experience in Stress Testing / Economic Capital or other areas of risk methodology preferred
-Sound knowledge of statistical and econometric methods and their application
-IT flair and programming knowledge – experience in writing code is essential
-Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
-Experience with handling large datasets is a plus
-Proficient in use of statistical software (e.g. R, Matlab, SAS, Stata,…)
-Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
-Fluent in English, additional languages are welcome

About the role:

-Develop and maintain methodologies for Stress Testing and Economic Capital and different legal entities around the globe
-Use techniques from Quantitative Risk Management, Financial Mathematics and Econometrics to develop and change models
-Implement models in R or Matlab, before being embedded into the productive risk infrastructure
-Re-code and change existing models to complement our team on a temporary basis to push ahead a key strategic project within the bank

Are you ready for a new challenge and available immediately in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: .
Start
04.2017
Dauer
9 Monate
Von
iET SA
Eingestellt
05.04.2017
Ansprechpartner:
Senior Recruiter
Projekt-ID:
1320207
Vertragsart
Freiberuflich
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