Quantitative risk Specialist

For our banking client in Zurich we are currently looking for a Quantitative risk specialist:

Start date: 03.04.2017
End date: 31.12.2017
Location: Zurich

The responsibilities will include:
- Develop and maintain methodologies for stress testing and economic capital for the bank and different legal entities around the globe
- use 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.
- Re-code and change existing models to complement our team on a temporary basis to push ahead a key strategic project within the bank

The ideal candidate experience and skills include:
- a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
- some experience in Stress Testing/Economic Capital or other areas of risk methodology preferred
- sound knowledge of statistical and econometric methods and their application
- IT flair and programming knowledge. Experience in writing code is essential
- strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
- good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- proficient in use of statistical software (eg R, Matlab, SAS, Stata, )
- experience with handling large datasets is a plus
- solid communication skills with ability to handle challenging situations
- team-orientated, while able to complete tasks independently
- fluent in English, additional languages are welcome

Michael Bailey International is acting as an Employment Business in relation to this vacancy.