Quantitative Risk Specialist, Matlab, R, SAS, Stata, Stress Testing

We are looking for an Quantitative Risk Specialist in Zurich. (6 month project)

Our client develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

KEY RESPONSIBILITIES

- Develop and maintain methodologies for stress testing and economic capital in 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

REQUIREMENTS

- a Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance)
- 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
- experience with handling large datasets is a plus
- proficient in use of statistical software (eg R, Matlab, SAS, Stata, )
- a great communicator (and you know how to handle challenging situations)
- team-orientated, while able to complete tasks independently
- fluent in English, additional languages are welcome