Beschreibung
Risk Modeller (C#, Credit Risk, Quant Analysis) vacancy for a globally operating Zurich based company in the financial sector.Your experience/skills:
- PhD or Masters' Degree in a Quantitative Discipline such as Physics, Mathematics, Engineering or Computer Science
- Proficiency in minimum two of these specific topics: Derivative Pricing and Modeling, Risk Modeling, Credit Risk, Market Risk, Statistical Analysis, Monte Carlo Simulations or Machine Learning is a must have
- Exposure to exchange Traded Derivatives Business and QuantStrats is a plus
- Strong programming skills in C# language are mandatory
- Extensive knowledge of one of the following languages would be highly beneficial: C, C++, Python, R, Java
- Familiarity with VBA, SQL, and Office suite
- Languages: English, fluent in written and spoken
Your tasks:
- Prototyping, developing and implementing methodologies required for back testing of Monte Carlo counterparty Credit Risk models
- Prepare counterparty credit exposure calculations according to Basel 3 and CRD4 standards
- Developing capital relevant risk methodologies in the derivatives area for FINMA, SEC and PRA
- Supporting the IT department to strategically implement complex risk and simulation systems
- Collaborating closely with internal stakeholders from several risk departments around the globe
Start:
Duration:
Location:
Ref.Nr.:
ASAP
06MM+
Zurich, Switzerland
BH16042
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
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