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Quantitative Risk Modeller
Eingestellt von Harvey Nash IT Recruitment Switzerland
Gesuchte Skills: Java, Matlab, Client
Projektbeschreibung
For our client, a Swiss Bank, we are looking for a ...
QUANTITATIVE RISK MODELLER ...
for a 9 months contract in Zurich, Switzerland.
Does complex modelling excite you? Are you an innovative thinker? We're looking for someone like that who can:
- Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
- Develop statistical and stress testing models for credit risks using R, C++, Matlab and Java
- Research and document best practices when working on a new model, including understanding regulatory requirements and establishing a data model
- Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models
- Support regulatory exercises
You have:
- a university degree in quantitative finance, math, statistics or other numerical discipline
- solid coding skills in R, C++ or Java
- solid understanding and experience in statistical methods in risk modelling (regression- and portfolio models, Monte Carlo techniques)
- some experience or strong interest in the financial services industry, preferably in risk management
- excellent analytical skills
If you feel this role could be interesting for you, please feel to apply directly or contact Nadja Espey via email ( (see below) ) or by phone.
QUANTITATIVE RISK MODELLER ...
for a 9 months contract in Zurich, Switzerland.
Does complex modelling excite you? Are you an innovative thinker? We're looking for someone like that who can:
- Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
- Develop statistical and stress testing models for credit risks using R, C++, Matlab and Java
- Research and document best practices when working on a new model, including understanding regulatory requirements and establishing a data model
- Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models
- Support regulatory exercises
You have:
- a university degree in quantitative finance, math, statistics or other numerical discipline
- solid coding skills in R, C++ or Java
- solid understanding and experience in statistical methods in risk modelling (regression- and portfolio models, Monte Carlo techniques)
- some experience or strong interest in the financial services industry, preferably in risk management
- excellent analytical skills
If you feel this role could be interesting for you, please feel to apply directly or contact Nadja Espey via email ( (see below) ) or by phone.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik