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Quantitative Risk Specialist
Eingestellt von Michael Bailey Associates - Zurich
Gesuchte Skills: Engineering
Projektbeschreibung
Your tasks:
develop and maintain methodologies for operational risk stress testing for the bank and different legal entities around the globe (including regulatory stress exercises such as CCAR)
use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
implement models in R, before being Embedded into the productive risk infrastructure
prepare the documentation of the models and present impacts to senior management stakeholders across the bank
The ideal candidate shall bring:
a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
experience in stress testing, operational risk 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
experience with handling large datasets is a plus
proficient in use of statistical software (eg R, SAS, )
able to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
a great communicator at all levels in the organization
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.
develop and maintain methodologies for operational risk stress testing for the bank and different legal entities around the globe (including regulatory stress exercises such as CCAR)
use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
implement models in R, before being Embedded into the productive risk infrastructure
prepare the documentation of the models and present impacts to senior management stakeholders across the bank
The ideal candidate shall bring:
a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
experience in stress testing, operational risk 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
experience with handling large datasets is a plus
proficient in use of statistical software (eg R, SAS, )
able to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
a great communicator at all levels in the organization
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.
Projektdetails
Geforderte Qualifikationen
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Kategorie:
Ingenieurwesen/Technik