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Risk Modeling & Analytics Specialist (3513)

Eingestellt von iET SA

Gesuchte Skills: Engineering, Matlab, Client

Projektbeschreibung

For our banking client site in Zurich, we are looking for a

RISK MODELING & ANALYTICS SPECIALIST (3513)

We are looking for an engaged and motivated personality to act as a Risk Modeling & Analytics Specialist in the validation of models in the context of CCAR.

YOUR QUALIFICATIONS:

- Master's or PhD degree in financial mathematics/engineering, statistics, or econometrics
- ABILITY TO APPLY QUANTITATIVE TECHNIQUES TO SOLVE PRACTICAL PROBLEMS, ESPECIALLY IN THE AREAS OF ECONOMIC CAPITAL OR STRESS TESTING
- EXPERIENCE IN RISK MODELLING OR MODEL VALIDATION
- Co-operativeness and team-orientation, while being able to motivate and organize yourself and complete tasks independently to high quality standards
- GOOD KNOWLEDGE OF STATISTICAL MODELLING SOFTWARE (EG, MATLAB, R, SAS, STATA)
- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
- Fluency in English, oral and written

YOUR RESPONSIBILITIES:

- Assessment of the model's conceptual soundness and methodology
- Checking appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Outcome, impact, or benchmark analyses and developing a benchmark model (as appropriate)
- Model risk assessment, including model robustness analysis, identification of limitations, and their assessment
- Documentation of the assessment to required standards
- Interaction and discussion with stakeholders (model developer as well as senior model owner and model governance bodies)

Are you ready for a new challenge? We look forward to receiving your CV in MS-Word format (.doc/x).

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    12 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

iET SA