Quantitative Bank Risk Modelling Specialist

For our banking client we are currently looking for a

Quantitative Bank Risk Modelling Specialist.

Start date: ASAP
End date: 31/12/2017 (extension might be possible)
Location: Zurich

We are searching for experienced quants with background in Firm-wide Risk Modelling or Validation.

The ideal candidate shall bring:

- VERY GOOD RISK EXPERIENCE
- QUANT BACKGROUND
- STATISTICAL SOFTWARE AND PROGRAMMING (EG, MATLAB, R)
- a Master's or PhD degree in an applied quantitative discipline (eg, Financial Mathematics, Econometrics, Statistics, Finance, Economics)
- relevant experience in risk modelling or model validation, preferably in stress testing and/or economic capital modelling
- a very good understanding of financial accounting and balance sheet dynamics
- proficient in statistical/econometric methods, their applications, and modelling software (eg, Matlab, R)

Other important skills:

- excellent communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
- co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards and in time
- fluent in English, oral and written

Are you interested in the position and would like to apply? Please contact Beheshta Saya.

Michael Bailey International is acting as an Employment Business in relation to this vacancy.