Senior Credit Risk Model Developer

vor 2 Monaten


Zürich, Zürich, Schweiz Selby Jennings Vollzeit

Responsibilities:

  • Development and backtesting of IRB credit risk models, including data preparation.
  • Validation and enhancement of market risk models in the banking and trading books.
  • Continuous improvement and automation of processes for periodic model reviews.
  • Collaboration with business units on model development to ensure user acceptance.
  • Acting as a liaison for internal and external stakeholders, as well as audit firms, on detailed inquiries regarding risk models and methodologies.

Your Profile:

  • University degree with a focus on quantitative disciplines, such as (financial) mathematics, physics, data science.
  • Extensive experience in the comprehensive quantitative development of credit risk models, particularly in PD and LGD within the IRB context.
  • Excellent programming skills in R and SQL, with knowledge of LaTeX and Git being advantageous.
  • Fluency in English and German.

If you possess the qualifications outlined above and are intrigued by this opportunity, we encourage you to apply without delay. Along with a competitive salary and benefits package, our client offers opportunities for career advancement within a dynamic and forward-thinking European bank. We look forward to receiving your application.



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