Description
QUANT RISK analyst/RATING model-BANKING INDUSTRY - ST GALLENThe EMPLOYER
Stable, large and strong bank, our client has a solid reputation and successful tracking record. Quality oriented internally and externally, this group undertakes numerous efforts to develop its staff and hires the right people.
In order to reinforce the Risk team, they are looking for a Quant candidate who will be focused on data management, research and rating models.
The purpose of the role is to define and develop quantitative models and methods for the risk management (market and credit risks, operational risks)
This job is destined to a candidate having between 3 and 6 years of experience ideally.
The ROLE
The candidate will directly report to the Head of Quant, his/her main responsibilities will be:
- Maximize data management and functional requirements for reporting and risk modeling
- Create quantitative expertise across all risk categories, from data preparation on the mathematical/statistical analysis and interpretation to the presentation of the results
- Support in portfolio models (VaR, ES), rating and LGD models for the measurement of credit risk
- Support valuation issues in the context of market risk (opportunity to set up your own internal risk models, within the team)
- Daily collaboration and interactions with internal customers and departments
- Ad hoc project within the Risk department
The REQUESTED CANDIDATE
- Master degree in Mathematics/Statistics/Finance or Applied Sciences (with a quantitative approach) ex: ETHZ
- Min. 3 years experience in the financial services sector (banking, insurance, consulting), in a risk or quant oriented role
- German fluent is a MUST (written and spoken) + English fluent
- Strong communication and analytical skills, ability to work independently and within a team, flexible and fast learner
- Strong programming and IT skills (R, S-Plus, Java or similar)
- Swiss and/or EU passport (or Swiss permit)
What do they OFFER?
Top tier bank in Switzerland, strong AUM, very good results and people oriented; this group will offer you a great challenge and chance to develop in a positive and successful financial environment.
Please contact me for further details or/and send me your CV in a WORD format - Celine Hendrick-Huxley Switzerland - .
<p>To find out more about Huxley Associates please visit <a href="http://www.huxley.com">www.huxley.com</a></p>