Quantitative Developer

For our banking client we are currently looking for a

Quantitative Developer

Start date: 15/05/2017
Duration: 31/01/2018
Location: Zurich

Your role:

Are you adept at Computer Science & Risk Management matters? Are you interested in programming, automation and data modelling in the context of Reporting of Stress Testing and Economic Capital? Do you know how to work well within a team to develop and deliver solutions?

Then we are looking for you to:

- Re-code and change existing data processing and aggregation risk models (R, SAS) to complement our team on a temporary basis to push ahead a key strategic project within the bank
- Improve current Risk Reporting framework and automate analytic capabilities and report generation for stress testing and economic capital for the bank and different legal entities around the globe

You have:

- A Master's or PhD degree in applied quantitative discipline (eg Computer Science, Financial Engineering)
- Have strong programming skills in R and SAS as well as knowledge of SQL and databases
- IT flair, Experience in writing code, testing and deploying it to a production environment is essential
- Programming experience applied to business process automation and risk report generation a strong plus
- To be familiar with statistical and econometric methods and their application in finance/risk management
- Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines and in an autonomous manner
- Experience with handling large datasets is a plus

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