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Quantitative Credit risk Modeller
Eingestellt von Experis Schweiz AG
Gesuchte Skills: Matlab, Client
Projektbeschreibung
QUANTITATIVE CREDIT RISK MODELLER
On behalf of our client, a leading global company within finance, we are looking for a QUANTITATIVE CREDIT RISK MODELLER. For this contract position based in Zürich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
Your main responsibilities will be:
- Quantitative credit risk modelling specialist across a range of take-and-hold products
The skills and experience needed for this position are:
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Sound practical understanding of financial markets and products
- Working experience in a credit risk environment and real estate valuation
- Knowledge of regulatory practice
- Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus
- Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Experience with large data sets/Big Data
- Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard
- Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.
Please don't hesitate to send your CV in English to Ms. Andra Weiland or if you should have any questions, please don't hesitate to call her.
Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.
On behalf of our client, a leading global company within finance, we are looking for a QUANTITATIVE CREDIT RISK MODELLER. For this contract position based in Zürich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
Your main responsibilities will be:
- Quantitative credit risk modelling specialist across a range of take-and-hold products
The skills and experience needed for this position are:
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Sound practical understanding of financial markets and products
- Working experience in a credit risk environment and real estate valuation
- Knowledge of regulatory practice
- Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus
- Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Experience with large data sets/Big Data
- Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard
- Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.
Please don't hesitate to send your CV in English to Ms. Andra Weiland or if you should have any questions, please don't hesitate to call her.
Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik