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Quant Risk Specialist - Firm-wide Risk Modelling (4653)

Eingestellt von iET SA

Gesuchte Skills: Matlab, Vba

Projektbeschreibung

For a project at our client's site, an international bank based in Zurich, we are looking for an experienced

QUANT RISK SPECIALIST - FIRM-WIDE RISK MODELLING (4653)

For new business changes to the bank's risk methodologies, including firm-wide stress testing and statistical loss modelling, all newly developed models require independent model review. TO SUPPORT THE INDEPENDENT MODEL VALIDATION TEAM, WE ARE SEARCHING FOR EXPERIENCED QUANTS WITH BACKGROUND IN FIRM-WIDE RISK MODELLING OR VALIDATION.

YOUR QUALIFICATIONS:

- MASTER'S OR PHD DEGREE IN APPLIED QUANTITATIVE DISCIPLINE
- EXPERIENCE IN RISK MODELLING OR MODEL VALIDATION, STRESS TESTING/ECONOMIC CAPITAL
- VERY GOOD UNDERSTANDING OF FINANCIAL ACCOUNTING AND BALANCE SHEET DYNAMICS
- PROFICIENT IN STATISTICAL/ECONOMETRIC METHODS, THEIR APPLICATIONS AND MODELLING SOFTWARE (EG, MATLAB, VBA, SAS, R, C++)
- Sound knowledge of statistical and econometric methods and their application
- Fluent in English

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

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    6 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab, vba

iET SA