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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 AND LIQUIDITY/FUNDING MODELLING WITHIN RISK AREA
- 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)
- University degree in financial mathematics, statistics, econometrics, economics or a related discipline
- 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.
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 AND LIQUIDITY/FUNDING MODELLING WITHIN RISK AREA
- 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)
- University degree in financial mathematics, statistics, econometrics, economics or a related discipline
- 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