Quantitative Credit Risk Modelling Specialist (CCAR, SR, SAS, R, Matla

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
till 31.12.2015 with exension option
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
24.03.2015
Land:
flag_no Schweiz
Projekt-ID:
873350

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CCAR, SR, SAS, R, Matlab, Big data, statistics

Our client in Zurich is urgently looking for a credit risk modelling specialist.

Job Description:

  • Quantitative credit risk modelling specialist across a range of take-and-hold products
  • Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus
  • Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
  • Sound practical understanding of financial markets and products
  • Prior working experience in a credit risk environment and real estate valuation would be beneficial together with knowledge of regulatory practice
  • Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • Experience with large data sets/Big Data
  • Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard
  • Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.