Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.

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

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    12 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

RM IT Professional Resources AG