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Liquidity/Funding Modelling Specialist - Matlab/R (5396)
Eingestellt von iET SA
Gesuchte Skills: Matlab, Oracle, Sql
Projektbeschreibung
For a project at our client's site, an international bank based in Zurich, we are looking for a LIQUIDITY/FUNDING MODELLING SPECIALIST - MATLAB/R (5396).
In this role, you will review and refine the business franchise concept and model parametrizations for business, as usual, market-wide, idiosyncratic and combined scenarios.
YOUR QUALIFICATIONS:
- 5+ YEARS OF RELEVANT EXPERIENCE IN TREASURY OR RISK MODELLING/MANAGEMENT
- ADVANCED KNOWLEDGE IN TREASURY RELATED MATTERS, FINANCIAL MARKETS AND BUSINESS LINES OF A BANK (EG SECURITIES FINANCING, DERIVATIVES, ETC), VERY GOOD UNDERSTANDING OF THE BALANCE SHEET
- Skilled in using statistical modelling software (MATLAB, R)
- Proficient in MS Applications (WORD, EXCEL, ACCESS) and familiar with running database queries ( SQL for Oracle DB )
- Strong analytical skills, with a good understanding of the business environment and ability to solve practical problems
- Very good communication skills and the ability to explain technical topics clearly and intuitively
- FLUENT IN ENGLISH (ORAL/WRITTEN)
YOUR RESPONSIBILITIES:
- Analyse and understand potentially complex businesses and its impact on liquidity and funding
- Develop models conceptually and support modelling/parameter choices empirically
- Review and refine business franchise concept
- Lead discussions with stakeholders on model approaches, assumptions, and results
Off to new destinations!
Apply now directly or contact our team.
In this role, you will review and refine the business franchise concept and model parametrizations for business, as usual, market-wide, idiosyncratic and combined scenarios.
YOUR QUALIFICATIONS:
- 5+ YEARS OF RELEVANT EXPERIENCE IN TREASURY OR RISK MODELLING/MANAGEMENT
- ADVANCED KNOWLEDGE IN TREASURY RELATED MATTERS, FINANCIAL MARKETS AND BUSINESS LINES OF A BANK (EG SECURITIES FINANCING, DERIVATIVES, ETC), VERY GOOD UNDERSTANDING OF THE BALANCE SHEET
- Skilled in using statistical modelling software (MATLAB, R)
- Proficient in MS Applications (WORD, EXCEL, ACCESS) and familiar with running database queries ( SQL for Oracle DB )
- Strong analytical skills, with a good understanding of the business environment and ability to solve practical problems
- Very good communication skills and the ability to explain technical topics clearly and intuitively
- FLUENT IN ENGLISH (ORAL/WRITTEN)
YOUR RESPONSIBILITIES:
- Analyse and understand potentially complex businesses and its impact on liquidity and funding
- Develop models conceptually and support modelling/parameter choices empirically
- Review and refine business franchise concept
- Lead discussions with stakeholders on model approaches, assumptions, and results
Off to new destinations!
Apply now directly or contact our team.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik