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Credit Risk SME/Modeller
Eingestellt von Experis AG
Gesuchte Skills: Client
Projektbeschreibung
CREDIT RISK SME/MODELLER
On behalf of our client, a leading global company, we are looking for a CREDIT RISK SME/MODELLER. For this contract position based in Zurich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
The successful candidate will be part of the stress testing team which is the client's internal risk management/business planning tool for new regulatory requirements. The candidate will be responsible to better integrate scenario results with decision making process of senior management and Board.
The function is responsible for understanding existing set of stress testing models, analysing the key drawbacks and limitations as well as working with existing stress testing model owners. In addition, this function is responsible for reviewing stress testing results before these are submitted to senior management and Board of Directors, as well as to regulators.
The role involves developing and improving existing credit risk stress testing methodology for lending and counterparty exposures. This would involve working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team.
Role:
- Coordinate and manage stress testing model inventory
- Development of stress testing methodology which would enable execution of ad-hoc scenarios.
- Presenting methodology developments along with impact analysis to senior management. The key stakeholders would be the regulator as well as Board and senior management.
- Working on stress testing methodology focused on credit risk. The results of stress testing would also feed into internal risk appetite/limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.
- Developing and improving existing credit risk stress testing methodology for lending and counterparty exposures.
- Working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
- Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team.
SKILLS:
- Credit Risk Subject Matter Expert with at least 5 years of professional experience
- Excellent financial modelling skills with a strong quantitative background
- Good understanding of complex investment banking products/risks
- Solid understanding of credit stress testing methodology, especially for lending books and counterparty credit risk
- Successfully developed/enhanced credit stress testing methodology
- Capable of delivering results under strict deadlines
- Excellent verbal and written communication in English
Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.
Please don't hesitate to send your CV in English to Mrs. Priscilla Berclaz Poh if you should have any questions, please don't hesitate to call her.
Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.
On behalf of our client, a leading global company, we are looking for a CREDIT RISK SME/MODELLER. For this contract position based in Zurich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
The successful candidate will be part of the stress testing team which is the client's internal risk management/business planning tool for new regulatory requirements. The candidate will be responsible to better integrate scenario results with decision making process of senior management and Board.
The function is responsible for understanding existing set of stress testing models, analysing the key drawbacks and limitations as well as working with existing stress testing model owners. In addition, this function is responsible for reviewing stress testing results before these are submitted to senior management and Board of Directors, as well as to regulators.
The role involves developing and improving existing credit risk stress testing methodology for lending and counterparty exposures. This would involve working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team.
Role:
- Coordinate and manage stress testing model inventory
- Development of stress testing methodology which would enable execution of ad-hoc scenarios.
- Presenting methodology developments along with impact analysis to senior management. The key stakeholders would be the regulator as well as Board and senior management.
- Working on stress testing methodology focused on credit risk. The results of stress testing would also feed into internal risk appetite/limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.
- Developing and improving existing credit risk stress testing methodology for lending and counterparty exposures.
- Working closely with Credit Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
- Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Credit Risk modelling team.
SKILLS:
- Credit Risk Subject Matter Expert with at least 5 years of professional experience
- Excellent financial modelling skills with a strong quantitative background
- Good understanding of complex investment banking products/risks
- Solid understanding of credit stress testing methodology, especially for lending books and counterparty credit risk
- Successfully developed/enhanced credit stress testing methodology
- Capable of delivering results under strict deadlines
- Excellent verbal and written communication in English
Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.
Please don't hesitate to send your CV in English to Mrs. Priscilla Berclaz Poh if you should have any questions, please don't hesitate to call her.
Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung