Quantitative Specialist - Client Risk Rating Methodology (5931)

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 a

Quantitative Specialist - Client Risk Rating Methodology (5931)

In this role, you will be working in the Risk Assessments and Analytics team within global Financial Crime function. The role of your team is to perform group level risk assessments, develop firm-wide analytics program, carry out data mining exercises, contribute as modeling experts and evaluate money laundering country risks.

Your Qualifications:

• University degree (BS, MS or PhD) in quantitative discipline: Mathematics, computer science, physics, engineering or economics/econometrics
• Strong experience with model development and calibration as well as strong programming skills (e.g. Visual Basic, C, C++, Python, R etc.)
• Good data analytics skills (e.g. SQL, MS Access, Excel etc.) and experience with Machine Learning
• Experience in conducting stress tests
• Good record keeping, report drafting, and judgment skills
• Able to explain technical concepts in simple terms to facilitate collaboration
• Fluent English skills (oral & written); knowledge of other languages and cultures is an advantage

Your Responsibilities:

• Bring modeling and data analytics expertise to develop, refine and implement the Client Risk Rating methodology
• Conduct stress tests, calibration and impact analysis
• Support in keeping the methodology documentation up-to-date
• Implement the ongoing model performance assessment standards for AML transaction monitoring tools
• Support the model validation process

Off to new destinations! Apply now directly on or contact our team on .

Start
01.2018
Dauer
6 Monate
Von
iET SA
Eingestellt
10.12.2018
Ansprechpartner:
Senior Recruiter
Projekt-ID:
1686736
Vertragsart
Freiberuflich
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