Quantitative Risk Specialist / Stress Models in R (4338)

Vor Ort
8 Monate
flag_no Schweiz

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

Quantitative Risk Specialist / Stress Models in R (4338)

The candidate will be working in the Stress Methodology team. He/She will develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

Your Qualifications:

- Experience in stress testing, operational risk or other areas of risk methodology
- Sound knowledge of statistical and econometric methods and their application
- Proficient in use of statistical software (e.g. R, SAS ,…), experience 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
- A Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, - Financial Engineering, Economics, Finance)
- Fluent in English, additional languages are a plus

About the role:

- Develop and maintain methodologies for operational risk stress testing our client and different legal entities around the globe (including regulatory stress exercises such as CCAR)
- Use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
- Implement models in R, before being embedded into the productive risk infrastructure
- Prepare the documentation of the models and present impacts to senior management stakeholders across 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: