Business/Data Analyst/Credit Risk Modelling (4665)

For a project (with the possibilitiy to perm) an international bank based in Zurich, we are looking for several

BUSINESS/DATA ANALYST/CREDIT RISK MODELLING (4665)

You will join the Impairment Programme. In this Business Analyst role you will do key objective BA activities in the area of USGAAP new models for the calculation of Credit Expected losses according to the new USGAAP & IFRS9 accounting standards.

YOUR QUALIFICATIONS:

- 5+ YEARS EXPERIENCE AS A DATA/BUSINESS ANALYST/MODELER WITHIN RISK AREA AND WITH STRONG BACKGROUND IN RISK/CREDIT RISK
- SOLID BUSINESS ANALYSIS SKILLS
- EXCELLENT MODELLING MATHEMATICAL UNDERSTANDING/SKILLS IN THE AREA OF Z-FACTOR MODELS FOR PD, LGD, EAD
- UNDERSTANDING OF RISK SPACE OF CREDIT EXPECTED LOSSES AREA
- Ability to analyse data required for models
- Ability to use modelling tools like Matlab, R as well as data base queries: SQL
- Fluent in English (oral/written)

YOUR RESPONSIBILITIES:

- Understanding and documenting (writing BRDs business requirements documents) for new USGAAP models
- Maintaining all change requests related to BRDs
- Conducting review and sign-off process with all stakeholders and IT
- Analysing models calculation logic and supporting Credit Analytics Team that designs the models
- Analysing data requirements for the models its structure and availability
- Defining the new processes around the models, testing models implementation in UAT phase as well as data quality analyses and testing

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