Beschreibung
For our client, a globally operating bank, we are looking for a Quantitative Developer for a 9 months' assignment
Your role
Are you adept at Computer Science & Risk Management matters? Are you interested in programming, automation and data modelling in the context of Reporting of Stress Testing and Economic Capital? Do you know how to work well within a team to develop and deliver solutions?
Then we are looking for you to:
- Re-code and change existing data processing and aggregation risk models (R, SAS) to complement our team on a temporary basis to push ahead a key strategic project within the bank
- improve current Risk Reporting framework and automate analytic capabilities and report generation for stress testing and economic capital for the group and different legal entities around the globe
Your team
You'll be working as part of the Risk Analysis and Reporting (RAR) group in Zürich, Switzerland. Our role is to 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. We are responsible for running the risk calculations, analysing the risk drivers and producing risk reports to various stakeholders and regulators. Within RAR group, you will be part of the Services & Analytics team responsible to manage end-user platforms used by RAR to consolidate data, managing the portfolio of change programs and driving the delivery of a Business Intelligence (BI) platform that meets the needs of the firm's risk community.
Your experience and skills
You have:
- a Master's or PhD degree in applied quantitative discipline (eg Computer Science, Financial Engineering)
- have strong programming skills in R and SAS as well as knowledge of SQL and databases
- IT flair
- Experience in writing code, testing and deploying it to a production environment is essential
- programming experience applied to business process automation and risk report generation a strong plus
- to be familiar with statistical and econometric methods and their application in finance/risk management
- strong analytical, conceptual and organizational skills with the ability to work to tight deadlines and in an autonomous manner
- experience with handling large datasets is a plus
You are:
- proficient in use of statistical software R and SAS
- a great communicator (and you know how to handle challenging situations)
- team-orientated, while able to complete tasks independently
- fluent in English, additional languages are welcome
If your experience matches the required profile, please submit your application.