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Risk Modelling Specialist

Eingestellt von Nicoll Curtin Technology

Gesuchte Skills: Matlab, Engineering, Client

Projektbeschreibung

Risk Modelling Specialist

Job in Zurich

An international banking client based in Zurich are looking for Risk Modelling Specialist for a 5 months assignment.

Our team is responsible for the independent validation of risk models, specifically market, treasury and consequential risk models, including economic capital and stress testing applications. We are looking for an engaged and motivated personality to act as a Risk Modelling & Analytics Specialist in the validation of statistical risk aggregation models.

. Project-based independent model assessments in line with the model governance policy, supplementary documents, and the EPS instructions, notably
. 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)

The requirements for the role 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
. 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, in oral and written form

Please submit your CV below or send it to (see below) if you are interested in applying for this role.

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    Keine Angabe

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Nicoll Curtin Technology