Quantitative Risk Specialist - Programming & Modeling in R (4483)

Vor Ort
6 Monate (Verlängerung möglich)
flag_no Schweiz

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

Quantitative Risk Specialist - Programming & Modeling in R (4483)

You will be working in the Stress Methodology team. You will develop and maintain the stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy.

Your Qualifications:

-Proficient programming skills in R is key, experience writing code is essential, background in banking
-Solid background in Credit Risk or Stress Testing
-University degree in Mathematics or quantitative Finance
-Sound knowledge of statistical and econometric methods and their application
-Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
-Experience with handling large datasets is a plus
-Fluent in English, additional languages are a plus

About the role:

-Develop and maintain methodologies for operational risk stress testing for 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: