Risk Analyst/Business Analyst Contract T-SQL R Zurich Contract

Risk Analyst/Business Analyst Contract T-SQL R ZURICH Contract

Instrument specifications/modelling in Bloomberg PORT (portfolio analytics module)

Development/enhancement of test interfaces

Daily performance reconciliation and extension of the framework

Development and documentation of reporting workflows

Close collaboration with Data Service, IT and external parties to backtrack data issues and propose business-focused solutions

Migration of various risk tools and related workflows
o Data sourcing
o Portfolio monitoring tools/model portfolios
o Counterparty/sovereign monitoring Requirements

Degree in mathematics, science, engineering or economics with practical experience in the financial industry, preferably asset management or investment banking with exposure to business analysis and system implementation, CFA/FRM is a plus

Very good knowledge of financial instruments and related valuation models/data requirements

Very good knowledge on databases and data processes

Proven programming skills in T-SQL and R (advanced shiny skills would optimal), Python is a plus

Experience with Bloomberg PORT, BarraOne (BDT/BDTi) would be optimal

Very good understanding of MS Office

Precise and reliable working style, quick grasp

Track record in working independently on complex topics in risk/performance attribution