Business Analyst - IMM

For our banking client in Zurich, we are looking for a Business Analyst - IMM, Finance, Analytical, IT and business knowledge.

Start: ASAP

Duration: 6 months initial contract

Location: Zurich

In this role you will support the ITS platform team with the IMM (Internal Model Method) implementation for counterparty credit risk modelling. You will perform ad-hoc analysis around the strategic IMM calculation engine and work with IT, Credit Analytics, and the central IMM programme on building the strategic solution. Next to that there will also be a part in design, prototype and test new functionalities around the IMM implementation; analyse/align the CRM requirements across different IMM models (and different business divisions) and drive the holistic solution.

Here for we are looking for somebody with below qualifications:

- Master or PhD in a field with strong mathematical grounding such as physics, engineering or alternatively computer science
- Strong background in financial modelling (eg, derivative pricing, statistical risk modelling, RWA calculation, )
- Outstanding analytical, conceptual, and technical skills combined with result orientation and problem solving capability
- Proficiency in one or more programming languages and frameworks (eg, C#, Java, Ruby, Python, Scala, ) is a plus
- Enthusiasm for discovering and understanding how the trading platform of ITS works and long-term focus on adapting it to current and future demands
- Experience with regulatory transformation projects in the financial industry is a plus
- Excellent communication skills
- Fluent in English

Michael Bailey International is acting as an Employment Business in relation to this vacancy.