Description
Quantitative Developer / ModellerQuantitative credit risk modelling specialist across a range of take-and-hold products wanted for an international bank located in Zurich.
Your tasks:
- Develop Quantitative Models in banking / finance
- Explain Quantitative Models to Senior Management
Your experience/skills:
- Quantitative credit risk modelling specialist across a range of take-and-hold products
- Sound practical understanding of financial markets and products
- 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
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Experience with US regulations (CCAR, SR 11-07, SR 12-07) is a big plus
- Prior working experience in a credit risk environment and real estate valuation would be beneficial together with knowledge of regulatory practice
- Experience with high-level programming language, and knowledge of statistical modelling software (e.g., SAS, R, MatLab)
- Languages: fluent English both written and spoken, German would be a big plus
Start: ASAP
Duration: 9MM++
Location: Zurich, Switzerland
Doesn't 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.