Beschreibung
Quantitative Analyst / Data Scientist (Model Risk Management) vacancy for a globally operating Zurich based client in the financial sector.Your experience/skills:
- Master's Degree in a Quantitative discipline like Mathematics, Physics, Engineering or Quantitative Finance coupled with 4-8 years of experience in Financial Risk Management
- Experience in Optimization Techniques, Statistics or Machine Learning is required
- Good knowledge and programming experience of statistical software applications, such as R, Matlab, Python or SQL
- Client focus and the ability to communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse audience
- Excellent verbal and written communication skills with fluency in English
- Self-motivation, discipline, goal oriented, ability to structure and present work and a proven record in delivering high quality results to strict deadlines
- Team player skills and motivation of working within a global and diverse team while being able to work independently
Your tasks:
- Performing and managing independent validation reviews of models across all banking divisions, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model.
- Possibility to apply quantitative techniques from the fields of portfolio optimization theory and machine learning (supervised and unsupervised) and acquire insights into key business areas and innovations
- Continuous interaction and collaboration with stakeholders from a wide range of internal business areas
- Responsibility for the creation of technical reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders
Start: ASAP
Duration: 6 MM+
Location: Zurich, Switzerland
Ref.Nr.: BH 15771
Does this spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
Going the Extra Mile.
As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.
Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
New to Switzerland? In case of a successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more
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