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Quantitative Analyst - Credit Exposure Model Roll-Out (4821)

Eingestellt von iET SA

Gesuchte Skills: Vba

Projektbeschreibung

For a long-term project at our client's site, an international bank based in Zurich, we are looking for an experienced QUANTITATIVE ANALYST - CREDIT EXPOSURE MODEL ROLL-OUT (4821).

A new Credit Exposure Model platform will be rolled out to the uncollateralized private bankingbusiness. The successful candidate will accompany this role out from the model methodology side.

YOUR QUALIFICATION:

- EXPERIENCED IN SIMILAR POSITION WITH STRONG QUANTITATIVE BACKGROUND
- SOLID UNDERSTANDING OF FINANCIAL MARKETS, CREDIT BUSINESS, REGULATIONS, DERIVATIVE PRODUCTS AND RISK MODELLING
- GOOD PROGRAMMING SKILLS IN R AND VBA
- EXPERIENCE IN CREDIT EXPOSURE CALCULATION FOR DERIVATIVE IS DESIRED
- People oriented, proactive and self-managing working style
- Fluency in English as well as good communication skills

YOUR RESPONSIBILITIES:

- Gap analysis between IB model and PB methodology
- Analysis of the fall back method
- Impact assessment between new and old model
- Data managements
- Pre deal inquiry methodology improvements
- Conduct impact analysis down to RWA level
- Discuss impact analysis with management, business and credit officers

Are you ready for a new challenge and available immediately 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:

    12 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung

  • Skills:

    vba

iET SA