Description
Risk Modelling & Analytics Specialist wanted for an international bank located in Zurich.Your experience/skills:
- Master's degree or PhD in financial mathematics/engineering, statistics, or econometrics
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital
- Experience with statistical modelling software as for instance Matlab, R, SAS or STATA
- Knowledge of risk modelling and model validation
- Languages: fluent English both written and spoken
Your tasks:
- Project-based sovereign model assessments in accordance with the company's model governance policy, subsidiary documents and the EPS instructions
- Evaluating the model's conceptual reliability and methodology
- Verifying the suitability of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Analyzing the results, effects and benchmarks to develop a benchmark model
- Modelling a risk assessment, including robustness analysis and the identification of constraints
Start:
Duration: 5MM++
Location: Zurich, Switzerland
Ref.Nr.: BH9204
Does that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile…
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more