Beschreibung
Our client here in Zurich is looking for a Data Analyst to take part in a 6 month project with possible extension. If you like working with large databases and a very independent, self motivated indivisdual then this role is the one for you.
In this role you will:
- Help in developing and implementing a database solution to store margin calls, remediation actions and defaults for clients using database tools and state of the art programming labguages
- Investigate historical client cases together with portfolio experts and risk officiers to develop data-based solutions for describing client behavior.
- Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
- Build prototype databases within languages such as hierarchical data format (HDF) or Access and visualize data in R or SAS to support the development of highliy sophisticated quantitative tools
- Collabrate with risk officers, business managers, Risk IT, Change, Operations and other stakeholders supporting the proper implementation and future execution of database solutions.
Your Team
You'll be working in the PD & LGD Lombard team within Credit Risk Methodology in Zurich, Switzerland. Your main responsibilities will be to develop and maintain the calibration dataset for the banks advanced internal rating based models covering their Lombard business. The framework captures the Lombard business worldwide, ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within the banks Global Wealth Management business on both, the risk and the business side.
Your expertise
- A masters degree in information technology, ideally paired with some quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
- Previous experience in corporate environment, ideally banking/finance (2-3 years) required
- Strong IT/Programming skills, experience in building databases or working with large and complex data systems
- Strong analytical, conceptal and organizational skills with the ability to work under tight deadlines
- Knowledge of statistical and econometric methods and their application, as well as knowledge of statistical programming languages (R, SAS, Matlab, Python...) would be a plus
- Interest in placing model development and data collection activities within the bigger picture of the organization
If you think this role fits your profile feel free to apply or contact me directly.