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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.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    8 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    Ingenieurwesen/Technik

  • Skills:

    engineering

Michael Bailey Associates - Zurich