Quantitative Risk Analyst Developer - Banking - Basel

Vertragsart:
Vor Ort
Start:
January 2013
Dauer:
9 months +
Von:
RM IT Professional Resources AG
Ort:
Basel-Stadt
Eingestellt:
22.12.2012
Land:
flag_no Schweiz
Projekt-ID:
465362

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Quantitative Risk Analyst Developer

Our client, a major Financial Services company, is currently looking for an experienced Quantitative Risk Analyst Developer with a strong Banking or Insurance background.

Tasks & Responsiblities:
  • 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
Skills & Experience:
  • 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
  • Relevant working experience in a risk management, Front Office, or quantitative development function
  • Work experience in an IT application development function is desired

If you think that you are the ideal candidate for this position please send a copy of your CV as a Word Document and a daytime contact telephone number.

Please note that applicants must be eligible to qualify for a work permit in the specified location.