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Quantitative Developer/Modeller

Eingestellt von RM IT Professional Resources AG

Gesuchte Skills: Matlab

Projektbeschreibung

QUANTITATIVE DEVELOPER/MODELLER

Quantitative credit risk modelling specialist across a range of take-and-hold products wanted for an international bank located in Zurich.

YOUR TASKS:

- Develop Quantitative Models in banking/finance
- Explain Quantitative Models to Senior Management

YOUR EXPERIENCE/SKILLS:

- MINIMUM 2 YEARS EXPERIENCE IN CREDIT RISK MODELLING
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Sound practical understanding of financial markets and products
- 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 US regulations (CCAR, SR 11-07, SR 12-07) is a big plus
- Prior working experience in a credit risk environment and real estate valuation together with knowledge of regulatory practice would be beneficial
- Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
- Languages: fluent English both written and spoken, German would be a big plus

START: ASAP
DURATION: 9MM++
LOCATION: Zurich, Switzerland

Doesn't 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.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    9 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab

RM IT Professional Resources AG