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Risk Modelling & Analytics Specialist

Eingestellt von RM IT Professional Resources AG

Gesuchte Skills: Matlab, Engineering

Projektbeschreibung

Risk Modelling & Analytics Specialist wanted for an international bank located in Zurich.

YOUR EXPERIENCE/SKILLS:

- Master's degree or PhD in financial mathematics/engineering, statistics, or econometrics
- Ability to apply quantitative techniques to solve practical problems, especially in the areas of economic capital
- Experience with statistical modelling software as for instance Matlab, R, SAS or STATA
- Knowledge of risk modelling and model validation
- Languages: fluent English both written and spoken

YOUR TASKS:

- Project-based sovereign model assessments in accordance with the company's model governance policy, subsidiary documents and the EPS instructions
- Evaluating the model's conceptual reliability and methodology
- Verifying the suitability of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Analyzing the results, effects and benchmarks to develop a benchmark model
- Modelling a risk assessment, including robustness analysis and the identification of constraints

START: 08/2016
DURATION: 5MM++
LOCATION: Zurich, Switzerland
REF.NR.: BH9204

Does that sound interesting? Does that sound like a challenging opportunity to you? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.

DUE TO WORK PERMIT RESTRICTIONS WE CAN UNFORTUNATELY ONLY CONSIDER APPLICATIONS FROM EU OR SWISS CITIZENS AS WELL AS CURRENT WORK-PERMIT HOLDERS FOR SWITZERLAND.

GOING THE EXTRA MILE

NEW TO SWITZERLAND? In case of successful placement, we support you with:

- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    5 months

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

RM IT Professional Resources AG