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Quantitative Analyst/Risk Modelling Specialist
Eingestellt von RM IT Professional Resources AG
Gesuchte Skills: Engineering, Support, Matlab
Projektbeschreibung
Quantitative Analyst/Risk Modelling Specialist with experience in model validation wanted for an independent model assessment within an international bank in Zurich.
YOUR TASKS:
- Assessing the model's conceptual soundness and methodology
- Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Risk model validation
- Developing a benchmark model
- Evaluating model risk, including model robustness analysis, identification of limitations, and their assessment
- Managing stakeholders (model developer, senior model owner and model governance bodies)
YOUR EXPERIENCE/SKILLS:
- Acaedmic degree in financial mathematics/engineering, statistics, or econometrics
- Experience in risk modelling or model validation
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital or stress testing
- Solid knowledge of statistical modelling software (eg, Matlab, R, SAS, STATA)
- Languages: fluent English both written and spoken, German would be a big plus
START: ASAP
DURATION: 12MM++
LOCATION: Zurich, Switzerland
Does that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
DUE TO WORK PERMIT RESTRICTIONS WE CAN UNFORTUNATELY ONLY CONSIDER APPLICATIONS FROM EU OR SWISS CITIZENS AS WELL AS CURRENT WORK-PERMIT HOLDERS FOR SWITZERLAND.
GOING THE EXTRA MILE
NEW TO SWITZERLAND? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and many more
YOUR TASKS:
- Assessing the model's conceptual soundness and methodology
- Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Risk model validation
- Developing a benchmark model
- Evaluating model risk, including model robustness analysis, identification of limitations, and their assessment
- Managing stakeholders (model developer, senior model owner and model governance bodies)
YOUR EXPERIENCE/SKILLS:
- Acaedmic degree in financial mathematics/engineering, statistics, or econometrics
- Experience in risk modelling or model validation
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital or stress testing
- Solid knowledge of statistical modelling software (eg, Matlab, R, SAS, STATA)
- Languages: fluent English both written and spoken, German would be a big plus
START: ASAP
DURATION: 12MM++
LOCATION: Zurich, Switzerland
Does that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
DUE TO WORK PERMIT RESTRICTIONS WE CAN UNFORTUNATELY ONLY CONSIDER APPLICATIONS FROM EU OR SWISS CITIZENS AS WELL AS CURRENT WORK-PERMIT HOLDERS FOR SWITZERLAND.
GOING THE EXTRA MILE
NEW TO SWITZERLAND? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and many more
Projektdetails
Geforderte Qualifikationen
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Kategorie:
Ingenieurwesen/Technik, Sonstiges