Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.

Risk Modelling & Analytics Specialist

Eingestellt von Experis Schweiz AG

Gesuchte Skills: Engineering, Matlab, Client

Projektbeschreibung

RISK MODELLING & ANALYTICS SPECIALIST

On behalf of our client, a leading global company within finance, we are looking for a RISK MODELLING & ANALYTICS SPECIALIST. For this contract position based in Zürich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

Your main responsibilities will be:

- Independent validation of risk models, specifically market, treasury and consequential risk models
- including economic capital and stress testing applications
- Model assessments in line with the model governance policy and supplementary documents
- 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

The skills and experience needed for this position are:

- 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
- 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, in oral and written form

Applications from graduates are welcome!

Apply today to secure your chances in this interesting opportunity for a Swiss fast growing Global Company.

Please don't hesitate to send your CV in English to Ms. Andra Weiland or if you should have any questions, please don't hesitate to call her.

Experis is Europe's leading IT&T recruitment agency with over 100 offices worldwide.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    12months +

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Experis Schweiz AG