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Financial Modeller/Business Analyst - Stress Testing (3838)
Eingestellt von iET SA
Gesuchte Skills: Client
Projektbeschreibung
For a six months project of our client, an international bank in Zurich, we are looking for an experienced
FINANCIAL MODELLER/BUSINESS ANALYST - STRESS TESTING (3838)
The ideal candidate will work within the Group Stress Testing Program, which is delivering change for regulatory and business stress testing requirements. In this position, you will be responsible for the development of stress testing financial modelling (PTI, Balance Sheet and RWA) for the business divisions associated with private banking and wealth management. There will be a period of analysis to determine existing practices (especially related to CCAR or PPNR) and shape the work, followed by model development and documentation. These quantitative models and the associated processes will be developed in collaboration with Risk, Finance and business owners.
YOUR QUALIFICATIONS:
- Experience in working with modelling tools (eg SAS) as well as stress testing programs, preferably with a banking, asset management and/or consultancy background
- VERY GOOD UNDERSTANDING OF FINANCIAL MODELLING AND RISK RELATED TOPICS (BUSINESS, MARKET AND CREDIT RISK)
- Ability to review and edit models and business processes and provide recommendations related to a proposed business solution
- Excellent verbal and written communication skills in English
- GOOD COMMAND OF R AND EXCEL
- Sufficient credibility to direct project teams and senior management in relation to the project
YOUR RESPONSIBILITIES:
- DOCUMENT THE CURRENT FINANCIAL MODELLING CAPABILITY, INCLUDING MODELS, PROCESSES, SYSTEMS AND ROLES AND RESPONSIBILITIES
- DEFINE THE TARGET STATE requirements for financial modelling of stress testing
- Collaboratively develop and gain approval for financial models with stakeholders
- Apply appropriate test methods for models to ensure their operational efficacy
- Develop proposed roles and responsibilities, process and governance
- Work cross-functionally to agree and implement target processes
- Work closely with Model Risk Management to ensure model documentation and validation meets all standards
Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word.
FINANCIAL MODELLER/BUSINESS ANALYST - STRESS TESTING (3838)
The ideal candidate will work within the Group Stress Testing Program, which is delivering change for regulatory and business stress testing requirements. In this position, you will be responsible for the development of stress testing financial modelling (PTI, Balance Sheet and RWA) for the business divisions associated with private banking and wealth management. There will be a period of analysis to determine existing practices (especially related to CCAR or PPNR) and shape the work, followed by model development and documentation. These quantitative models and the associated processes will be developed in collaboration with Risk, Finance and business owners.
YOUR QUALIFICATIONS:
- Experience in working with modelling tools (eg SAS) as well as stress testing programs, preferably with a banking, asset management and/or consultancy background
- VERY GOOD UNDERSTANDING OF FINANCIAL MODELLING AND RISK RELATED TOPICS (BUSINESS, MARKET AND CREDIT RISK)
- Ability to review and edit models and business processes and provide recommendations related to a proposed business solution
- Excellent verbal and written communication skills in English
- GOOD COMMAND OF R AND EXCEL
- Sufficient credibility to direct project teams and senior management in relation to the project
YOUR RESPONSIBILITIES:
- DOCUMENT THE CURRENT FINANCIAL MODELLING CAPABILITY, INCLUDING MODELS, PROCESSES, SYSTEMS AND ROLES AND RESPONSIBILITIES
- DEFINE THE TARGET STATE requirements for financial modelling of stress testing
- Collaboratively develop and gain approval for financial models with stakeholders
- Apply appropriate test methods for models to ensure their operational efficacy
- Develop proposed roles and responsibilities, process and governance
- Work cross-functionally to agree and implement target processes
- Work closely with Model Risk Management to ensure model documentation and validation meets all standards
Are you ready for a new challenge and immediately available? We look forward to receiving your application in MS-Word.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung