Quant Business Analyst

Harvey Nash is looking for a Senior Quant Analyst for a 9 month project in Switzerland.

The role is for a Quantitative Analyst to support the Risk Methodology team in Zurich. -You are responsible for
-assisting Market and Liquidity Risk Management in quantitative analysis and reviewing market and liquidity risk models with respect to the Swiss legal entity programme
-Reviewing requirements for Economic Capital and supporting global Market Risk Methodology team in implementing them
-Reviewing models used within Liquidity Risk
-Identifying gaps in risk factor coverage and quantify missing risk factors
-Understanding how market and liquidity risk models are used in a leading financial institution
-Proactively seeking solutions to improve material parts of the model; review and improve components; identifying the relevant sources of risk and assess their capture
-Researching alternative methodologies, and comparing them; justify and testing the chosen option
-Ensuring that models are adequately documented for both internal and external (eg regulatory) purposes
-Collaborating with IT analysts and developers to implement changes to the model
-Assisting in preparing presentations for senior management covering change impacts, methodology features and capital implications

Requirements

-At least 3+ years' experience in quantitative market risk measurement within an investment bank or other financial institution; previous VaR or Economic Capital experience is required
-The candidate should have a first degree in mathematics, physics, econometrics, statistics or engineering
-A higher degree in one of those areas or in finance or a professional qualification eg CFA, FRM, PRIMA would be an advantage
-General knowledge of risk issues and rlatory requirements, together with liquidity, treasury and funding know-how and experience in model validation is highly valued
-Candidates are required to have strong written and verbal communication skills
-Some programming skills would also be desirable
-Ability to work well in a team and building relationships
-Ability to produce high quality, accurate work, under pressure and to tight deadlines
-Willingness to question and challenge the status quo and ability to provide alternative approaches

Are you available immediately, have experience working within a banking company? Please send your complete CV (Word documents preferred) to (see below) For further details feel free to call me. I am looking forward to receiving your application.