Quantitative Risk Specialist - R Developer (4551)

For a project at our client's site, an international bank based in Zurich, we are looking for an experienced

QUANTITATIVE RISK ANALYST - PROGRAMMING IN R/MATLAB

You'll be working in the Statistical Risk Aggregation Methodology/Stress Methodology team in Zürich which is developing, maintaining, and applying stress testing and economic capital frameworks.

YOUR QUALIFICATIONS:

- EXPERIENCE IN STRESS TESTING/ECONOMIC CAPITAL OR OTHER AREAS OF RISK METHODOLOGY
- PROFICIENT IN USE OF STATISTICAL SOFTWARE; R IS PREFERRED (OTHERS ARE WELCOME AS WELL: MATLAB, SAS, STATA)
- Sound knowledge of statistical and econometric methods and their application
- IT flair and programming knowledge (experience in writing code is essential)
- Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- Experience with handling large datasets is a plus

YOUR RESPONSIBILITIES:

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

Are you ready for a new challenge and available in August in Zurich? We look forward to receiving your application in MS-Word on (see below). For any questions, please contact us (see below).