Quantitative Risk Specialist/Stress Models in R (4338)

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

Quantitative Risk Specialist/Stress Models in R (4338)

The candidate will be working in the Stress Methodology team. He/She will develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.

Your Qualifications:

-Experience in stress testing, operational risk or other areas of risk methodology
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Sound knowledge of statistical and econometric methods and their application
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Proficient in use of statistical software (eg R, SAS, ), experience writing code is essential
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Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
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Experience with handling large datasets is a plus
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A Master's or PhD degree in applied quantitative discipline (eg Econometrics, Statistics, Financial Engineering, Economics, Finance) -Fluent in English, additional languages are a plus

About the role:

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Develop and maintain methodologies for operational risk stress testing our client and different legal entities around the globe (including regulatory stress exercises such as CCAR)
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Use techniques from quantitative risk management, financial mathematics and econometrics to develop and improve models
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Implement models in R, before being Embedded into the productive risk infrastructure
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Prepare the documentation of the models and present impacts to senior management stakeholders across the bank

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