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Quant Risk Specialist - Credit Risk Modelling/Validation (4653)
Eingestellt von iET SA
Gesuchte Skills: Matlab, Vba, Client
Projektbeschreibung
For a project at our client's site, an international bank based in Zurich, we are looking for an experienced
QUANT RISK SPECIALIST - CREDIT RISK MODELLING/VALIDATION (4653)
YOUR QUALIFICATIONS:
- MASTER'S OR PHD DEGREE IN APPLIED QUANTITATIVE DISCIPLINE
- EXPERIENCE IN STRESS TESTING/ECONOMIC CAPITAL OR OTHER AREAS OF RISK METHODOLOGY
- EXTENSIVE EXPERIENCE IN CREDIT RISK IS ESSENTIAL (UNDERSTANDING OF PILLAR I AND II METHODOLOGIES FOR CREDIT RISK)
- SOUND KNOWLEDGE OF STATISTICAL AND ECONOMETRIC METHODS AND THEIR APPLICATION
- PROFICIENT USER/PROGRAMMING KNOWLEDGE OF STATISTICAL SOFTWARE AND PROGRAMMING (EG, MATLAB, VBA, SAS, R, C++)
- SOME EXPERIENCE IN END-TO-END MODEL TESTING
- Fluent in English
YOUR RESPONSIBILITIES:
- Develop and maintain methodologies for operational risk stress testing our client and different legal entities around the globe
- Use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
- Implement models in R, before being Embedded into the productive risk infrastructure
- Prepare the documentation of the models and present impacts to senior management stakeholders across the bank
Are you ready for a new challenge and available ASAP in Zurich? We look forward to receiving your application in MS-Word. For any questions, please contact us.
QUANT RISK SPECIALIST - CREDIT RISK MODELLING/VALIDATION (4653)
YOUR QUALIFICATIONS:
- MASTER'S OR PHD DEGREE IN APPLIED QUANTITATIVE DISCIPLINE
- EXPERIENCE IN STRESS TESTING/ECONOMIC CAPITAL OR OTHER AREAS OF RISK METHODOLOGY
- EXTENSIVE EXPERIENCE IN CREDIT RISK IS ESSENTIAL (UNDERSTANDING OF PILLAR I AND II METHODOLOGIES FOR CREDIT RISK)
- SOUND KNOWLEDGE OF STATISTICAL AND ECONOMETRIC METHODS AND THEIR APPLICATION
- PROFICIENT USER/PROGRAMMING KNOWLEDGE OF STATISTICAL SOFTWARE AND PROGRAMMING (EG, MATLAB, VBA, SAS, R, C++)
- SOME EXPERIENCE IN END-TO-END MODEL TESTING
- Fluent in English
YOUR RESPONSIBILITIES:
- Develop and maintain methodologies for operational risk stress testing our client and different legal entities around the globe
- Use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
- Implement models in R, before being Embedded into the productive risk infrastructure
- Prepare the documentation of the models and present impacts to senior management stakeholders across the bank
Are you ready for a new challenge and available ASAP in Zurich? We look forward to receiving your application in MS-Word. For any questions, please contact us.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik