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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.
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
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik