Credit Analyst

Zurich  ‐ Onsite
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Description

Currently recruiting for a Credit Analyst on a 8 Month Contract for a Leading Financial Client in Zurich, Switzerland

Main responsibilities will include:

Develop, implement and run stress models that will help assess Credit Suisse credit risk, in particular:

Models to measure credit risk on an obligor and portfolio level under stress

Analysis of historical data to estimate model parameters

Regular analysis and control of model inputs, results and sensitivities

Structuring of the data

Contribute to Writing a policy that specifies the scenario credit model development specific to stress

Responsibility for strategic initiatives of the department as well as various projects such as stress testing framework development, model maintenance and monitoring including back testing

Get involved in IT projects to drive implementation of Stress models in state of the art IT environment

Performing ad-hoc analysesDesired Skills and Qualifications:

5 years' experience of working with credit model (Possibly in positions such as Credit Offer, Enterprise Risk Manager, Quantitative analyst on the market risk side (pricing models)) within the financial services industry

Knowledge of Probability of Default (PD), Loss Given Default (LGD), Exposure At Default (EAD) models

IT skills (R language - intermediate; SQL - basic queries, writing scripts is not needed)

Fluent English language knowledge

Adaptable, dynamic, leans fast, able to delivering to short deadlines

Please submit with updated CV to apply

Michael Bailey International is acting as an Employment Business in relation to this vacancy.
Start date
04/2019
Duration
8 months
From
Michael Bailey Associates
Published at
26.04.2019
Project ID:
1762775
Contract type
Freelance
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