Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.
Vakante Jobangebote finden Sie unter Projekte.
Quantitative Analyst
Eingestellt von Randstad (Schweiz) AG
Gesuchte Skills: Engineering, Client
Projektbeschreibung
Quantitative/Risk Analyst
Randstad Professionals is actively looking for a Senior Quant/Risk Analyst for their banking client in Zurich, Switzerland.
The candidate would join the client in a Risk Methodology team in order to develop the bank's market and liquidity models. The team will be accountable for creating a model which captures all risks across our client's businesses, implementing this model in IT systems and documenting it following internal and external standards.
- Important tasks include:
-Reviewing requirements for Economic Capital and supporting global Market Risk Methodology team in implementing them
-Reviewing models used within Liquidity Risk
-Identify gaps in risk factor coverage and quantify missing risk factors
- Duties and Responsibilities
-Understand how market and liquidity risk models are used in a leading financial institution
-Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
-Research alternative methodologies, and compare them; justify and test the chosen option
-Ensure that models are adequately documented for both internal and external (eg regulatory) purposes
-Collaborate with IT analysts and developers to implement changes to the model
-Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
- Candidate Description
Requisites:
-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 regulatory 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
-Ability to work well in a team and building relationships
-Ability to produce high quality, accurate work, under pressure
Duration: 9 months +
If you're up for a new challenge, don't hesitate to send in your application!
Good to know you
Charlotte
Randstad Professionals is actively looking for a Senior Quant/Risk Analyst for their banking client in Zurich, Switzerland.
The candidate would join the client in a Risk Methodology team in order to develop the bank's market and liquidity models. The team will be accountable for creating a model which captures all risks across our client's businesses, implementing this model in IT systems and documenting it following internal and external standards.
- Important tasks include:
-Reviewing requirements for Economic Capital and supporting global Market Risk Methodology team in implementing them
-Reviewing models used within Liquidity Risk
-Identify gaps in risk factor coverage and quantify missing risk factors
- Duties and Responsibilities
-Understand how market and liquidity risk models are used in a leading financial institution
-Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
-Research alternative methodologies, and compare them; justify and test the chosen option
-Ensure that models are adequately documented for both internal and external (eg regulatory) purposes
-Collaborate with IT analysts and developers to implement changes to the model
-Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
- Candidate Description
Requisites:
-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 regulatory 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
-Ability to work well in a team and building relationships
-Ability to produce high quality, accurate work, under pressure
Duration: 9 months +
If you're up for a new challenge, don't hesitate to send in your application!
Good to know you
Charlotte
Projektdetails
Geforderte Qualifikationen
-
Kategorie:
IT Entwicklung, Ingenieurwesen/Technik