Risk Analyst/Developer

Basel-Stadt  ‐ Vor Ort
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
Sie finden vakante Projekte hier in unserer Projektbörse.

Schlagworte

Beschreibung

The position is in: Risk Control - Risk Methodology
Type of position: Contracting position
Hiring manager's name: Rafael Schmidt (Head of Risk Methodology)
Contract duration: 14th Jan - 30th Sep 2013 (can be extended)

Purpose of the job:
- Assessment of methodological alternatives for the measurement and management of risk capital and risk exposures across all risk types.
- Develop bespoke small/medium size .NET business applications, interfaces and services for the Risk Control unit.
- Oversee the selection, implementation and maintenance of IT solutions and take primary responsibility for the reliability of Risk Control's systems.
- Specify, develop, implement, and calibrate quantitative models.
- Contribute to the development of infrastructure, policy and processes related to the Bank's financial risk management.
- Support the team in system documentation, version control, change management, and testing.

Principal accountabilities:
- Measuring and monitoring financial and operational risks
Specifies, develops, implements, and calibrates quantitative models for the measurement and management of risk capital and risk exposures across all risk types, in close cooperation with other units in Risk Control. Contributes to the assessment of methodological alternatives. Develops expert expertise in risk management, conducts independent research and contributes to the communication to Management. Provides documentation of risk models. Responds to add-hoc analysis requests by Management. Validates quantitative models and tools.
- Risk IT System Development & Maintenance
Undertakes analysis of business processes and documents business requirements for automation of operating procedures. Develops bespoke small/medium size Risk Control business applications, interfaces and services. Ensures that the Bank's standard for system documentation, version control, change management, testing and backup/recovery are applied appropriately to Risk Control system development. Administrates related development environments.
- Risk Control IT Strategy
Contributes to the selection, specification, implementation, system testing and operation of IT systems to support Risk Control activities. Ensures that Risk Control IT systems are stable, reliable and appropriately documented. In conjunction with the Banking Department and other units of Risk Control ensures the integrity of risk, price and performance data.
- Project management
Contributes to the management of implementation projects and the reporting to the relevant steering committees.
- Support
Utilises specialised business/institutional knowledge and technical skills to support end users in Risk Control in the development and maintenance of business tools and small applications and tools. Provides production support to Credit Analysis and Market Risk groups. Ensures that Risk Control IT systems are stable, reliable and appropriately documented.
- Internal Relationships
Liaises with the Banking Department with regard to risk methodological matters and with the relevant groups in IMS and Banking-IT for system design, integration, standards and change management
- External Relationships
Develops and maintains relationships with peers in central banks, IT service providers, and other institutions. Contributes to managing relationships with service providers, consultants and contractors.

Kenntnisse & Fähigkeiten
Qualification:
- University degree (minimum Master or equivalent) with a quantitative or IT focus

Skills:
- Good understanding of financial risk measurement and management.
- Understanding of quantitative models for valuation and the measurement and management of risk capital and exposures across all risk types.
- Experience in designing, specifying and implementing IT systems, incl. project management.
- Desirable technical skills/experience: .NET C# 4, nHibernate, SVN, WCF, WPF, nUnit/Mocking framework (eg. Moq)
- Good knowledge of relational database programming skills (Oracle, SQL).
- Solid expertise in the writing of business and technical specifications.
- Proven expertise in translating quantitative models into IT solutions.
- Experience in designing and running test plans to ensure software quality an advantage.
- Excellent interpersonal and communication skills, good team worker, multicultural sensitivity, proven client orientation.
- Excellent written and oral English. Other major world languages a plus.
Work experience. Relevant working experience in a risk management, Front Office, or quantitative development function.
- Work experience in an IT application development function is desired.

Michael Bailey International is acting as an Employment Business in relation to this vacancy.
Start
14.01.2013
Dauer
6 months
Von
MBA - Zurich
Eingestellt
20.12.2012
Projekt-ID:
464311
Vertragsart
Freiberuflich
Um sich auf dieses Projekt zu bewerben müssen Sie sich einloggen.
Registrieren