Junior Quantitative Analyst - Stress Testing

Junior Quantitative Analyst job - Bank - R expert - Zürich, Switzerland

Quantitative Risk Specialist

R programming/coding, Matlab, Stress Testing, Stress Methodology, Risk Methodology, Risk Modelling, Risk Aggregation, Statistical software

Our client, a highly-regarded top tier bank, is looking for a Quantitative Risk Specialist to join their Stress Methodology team in Zürich. Expert coding/programming skills in R are essential. Experience with Matlab is a strong plus. You will be developing models in R and/or Matlab to be Embedded into the bank's risk infrastructure.

For this R Developer/Risk Specialist contract job, fluent English is a must. An advanced degree (PhD preferably) in a quantitative field (Econometrics, Statistics, Financial Engineering, Economics, Finance) is required. Previous experience with stress testing or other areas of risk methodology would be a strong benefit.

For more information on this Risk Developer/Programmer job in Zürich Switzerland, please send your CV to Brett Irwin at (see below). Please note that while we are grateful for all job applications, only the most suitable will be contacted. Thank you very much for your interest.