Quants Analyst

Experis knows you are more than just a CV, a job title or job description.

We'll work with you to understand your unique talents, experience and interests to help propel you to your goals faster.

On behalf of our client, one of the most prestigious financial institutions, we are looking for a QUANT ANALYST. For this position based in Zürich, our client is looking for an English-speaking candidate, who is available as soon as possible.

KEY RESPONSIBILITIES:

- Supporting on the methodology development for the Credit Economic Risk Capital (ERC) model
- Working on eg data/statistical analysis, model design, prototype implementation, requirements capture in IT specification
- Documentation up to SR11-7 standards
- Focus on collateral concentration risk framework/methodology which needs to be designed and incorporated into the existing Credit ERC model
- prototype implementation/requirements capture in IT specifications as well as documentation

WHO I AM LOOKING FOR

- Understanding of RISK MODELLING and financial markets
- R PROGRAMMING SKILLS & or some Matlab
- Ability to write CLEAR TECHNICAL DOCUMENTS
- Programming experience (in statistical languages such as R)
- Experience in the CREDIT-RISK environment
- 2-5 years of relevant work experience

Interested in this opportunity?

Then send your CV today to Viktoria Maric through the link in the advert!

In case of any questions, please contact me.