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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.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    Negotiable

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    java, matlab, client

Harvey Nash IT Recruitment Switzerland