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Quantitative Analyst - Risk Module

ID:
4907424
Data:
12-01-2018
Empresa:
Edelway
País:
Suiça
Localidade:
Zürich
Categoria(s):
Contabilidade, Fiscalidade e Finanças

Registada há 5 anos no SAPO Emprego 178024 ofertas anunciadas nos últimos 6 meses

Detalhe da Função

Edelway is a Services Consultancy based in Switzerland. For our client, a well renowned Swiss/
International Bank located in the Zurich region, we are currently seeking a Quant Analyst with experience having worked in Risk.

THE ROLE:

Supporting on the methodology development for the Credit Economic Risk Capital (ERC) model including work on eg data/statistical analysis, model design, prototype implementation, requirements capture in IT specification, documentation up to SR11-7 standards, support on governance.

Specific focus of this role would be on the collateral concentration risk framework/methodology - which is a regulatory requirement - which needs to be designed and incorporated into the existing Credit ERC model, incl. prototype implementation/requirements capture in IT specifications as well as documentation.

THE PROFILE

PhD or Master's degree in a quantitative subject (eg mathematics, physics, engineering or IT).

2-5 years working experience in Risk.

Understanding of Risk Modelling

R/Matlab programming skills. (Very large amounts of code (15'000 lines of code) will be expected to be able to understand, update & extend this code using R)

Must be capable of writing clear technical documents compliant with SR 11-7 standards (or their translation of those into Bank policies by model risk management).

Ability to communicate logically and precisely, including writing rigorous and clear documentation.

If this sound like your next challenge please send me your updated CV to (see below) or call me for more details.

Please be aware that for this position we can only consider EU candidates and candidates already living in Switzerland and holding a valid residency permit.

Employment Type: Contract
Duration:
Work Hours: Not Specified
Salary Currency: British Pound . GBP
Salary Period: Annual
Salary (Additional):

Pesquise também por: Quantitative Analyst - Risk Module

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