Beschreibung
For a project at our client ‘s site, an international bank based in Zurich, we are looking for aLiquidity / Funding Modelling Specialist - Matlab / R (5396)
In this role, you will review and refine the business franchise concept and model parametrizations for business, as usual, market-wide, idiosyncratic and combined scenarios.
Your Qualifications:
• 5+ years of relevant experience in Treasury and Liquidity / Funding Modelling within risk area
• Advanced knowledge in treasury related matters, financial markets and business lines of a bank (e.g. securities financing, derivatives, etc), very good understanding of the balance sheet
• Skilled in using statistical modeling software (Matlab, R)
• Proficient in MS applications (Word, Excel, Access) and familiar with running database queries (SQL for Oracle DB)
• Strong analytical skills, with a good understanding of the business environment and ability to solve practical problems
• Very good communication skills and the ability to explain technical topics clearly and intuitively
• Fluent in English (oral/written)
Your Responsibilities:
• Analyse and understand potentially complex businesses and its impact on liquidity and funding
• Develop models conceptually and support modeling/parameter choices empirically
• Review and refine business franchise concept
• Lead discussions with stakeholders on model approaches, assumptions, and results
Off to new destinations! Apply now directly on or contact our team on .