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Quantitative Risk Control Specialist - R/Matlab (4662)
Eingestellt von iET SA
Gesuchte Skills: Matlab
Projektbeschreibung
For a project at our client's site, an international bank based in Zurich, we are looking for an experienced QUANTITATIVE RISK CONTROL SPECIALIST - R/MATLAB (4662)
The ideal candidate will work in the Statistical Risk Aggregation Methodology/Stress Methodology team. The team will develop, maintain, and apply stress testing and economic capital framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm's profitability and capital adequacy.
YOUR QUALIFICATIONS:
- STRONG EXPERIENCE IN STRESS TESTING/ECONOMIC CAPITAL OR OTHER AREAS OF RISK METHODOLOGY
- SOUND KNOWLEDGE OF STATISTICAL AND ECONOMETRIC METHODS AND THEIR APPLICATION (EG R, MATLAB, SAS, STATA)
- IT FLAIR AND PROGRAMMING KNOWLEDGE/EXPERIENCE IN WRITING CODE IS ESSENTIAL
- Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- Experience with handling large datasets is a plus
- Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
- Fluent in English, any additonal language is a plus
YOUR RESPONSIBILITIES:
- Develop and maintain methodologies for stress testing and economic capital and different legal entities around the globe
- Using of techniques from quantitative risk management, financial mathematics and econometrics to develop and change models
- Implement models in R or Matlab, before being Embedded into the productive risk infrastructure
- Recode and change existing models to complement the team on a temporary basis to push ahead a key strategic project within the bank
Are you ready for a new challenge and IMMEDIATELY AVAILABLE IN ZURICH? We look forward to receiving your application in MS-Word. For any questions, please contact us.
The ideal candidate will work in the Statistical Risk Aggregation Methodology/Stress Methodology team. The team will develop, maintain, and apply stress testing and economic capital framework for assessing the impact of global macro-economic scenarios and simulated statistical scenarios on the firm's profitability and capital adequacy.
YOUR QUALIFICATIONS:
- STRONG EXPERIENCE IN STRESS TESTING/ECONOMIC CAPITAL OR OTHER AREAS OF RISK METHODOLOGY
- SOUND KNOWLEDGE OF STATISTICAL AND ECONOMETRIC METHODS AND THEIR APPLICATION (EG R, MATLAB, SAS, STATA)
- IT FLAIR AND PROGRAMMING KNOWLEDGE/EXPERIENCE IN WRITING CODE IS ESSENTIAL
- Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- Experience with handling large datasets is a plus
- Strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
- Fluent in English, any additonal language is a plus
YOUR RESPONSIBILITIES:
- Develop and maintain methodologies for stress testing and economic capital and different legal entities around the globe
- Using of techniques from quantitative risk management, financial mathematics and econometrics to develop and change models
- Implement models in R or Matlab, before being Embedded into the productive risk infrastructure
- Recode and change existing models to complement the team on a temporary basis to push ahead a key strategic project within the bank
Are you ready for a new challenge and IMMEDIATELY AVAILABLE IN ZURICH? We look forward to receiving your application in MS-Word. For any questions, please contact us.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik