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Business Analyst - IMM/Financial Modelling (4761)

Eingestellt von iET SA

Gesuchte Skills: Engineering, Python, Java, Client

Projektbeschreibung

For a project at our banking client in Zurich, we are looking for an experienced

BUSINESS ANALYST - IMM/FINANCIAL MODELLING (4761)

In this role you are supporting the platform team with the IMM (Internal Model Method) implementation for counterparty credit risk modelling.

YOUR QUALIFICATIONS:

- SEASONED BUSINESS ANALYST WITH STRONG BACKGROUND IN FINANCIAL MODELLING (EG, DERIVATIVE PRICING, STATISTICAL RISK MODELLING, RWA CALCULATION, )
- PROFICIENCY IN ONE OR MORE PROGRAMMING LANGUAGES AND FRAMEWORKS (EG, C#, JAVA, RUBY, PYTHON, SCALA, )
- EXPERIENCE WITH REGULATORY TRANSFORMATION PROJECTS IN THE FINANCIAL INDUSTRY IS A PLUS
- MASTER OR PHD IN A FIELD WITH STRONG MATHEMATICAL GROUNDING SUCH AS PHYSICS, ENGINEERING OR ALTERNATIVELY COMPUTER SCIENCE
- Enthusiasm for discovering and understanding how the trading platform of ITS works and long-term focus on adapting it to current and future demands
- Outstanding analytical, conceptual, and technical skills combined with result orientation and problem solving capability
- Excellent communication skills in English

YOUR RESPONSIBILITIES:

- 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
- 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

Are you ready for a new challenge and AVAILABLE FROM OCTOBER IN ZURICH? We look forward to receiving your application in MS-Word on . For any questions, please contact us.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    6 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

iET SA