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Credit Risk Modeler
vor 1 Woche
Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m, f, d) as a
Credit Risk Modeler
Aufgaben
Developing quantitative tools and methods for risk measurement and monitoring of market and credit risk / Risk modelling of different asset classes and products with respect to market and credit risk / Querying and empirical analysis of large amount of financial data / Programming of prototypes / Project management for introduction of risk models and implementation into IT landscape / Collaboration with stakeholders globally and cross-functionally / Support to operative credit risk management units in risk models related questions / Supporting strategic initiatives of the department as well as various projects.
Qualifikation
University studies or Ph.D. with a quantitative focus on mathematics, physics or statistics / Practical work experience within a bank or a BigFour company / Market experience (trading, market risk or client advisory) / Experience in the development of credit risk (e.g. LGD, PD) or market risk models (e.g. VaR) / Background in model development and programming skills in Matlab, Python, R SQL, VBA / Excellent MS-Office know-how / Excellent analytical skills / Flexibility / Ability to work under pressure / A winning personality with the ability to explain of complex topics for members ot the board / Conceptual and communication skills / Fluency in German and English.
coni + partner ag
Ivano Coni
Managing Director
Klosbachstrasse 107
CH-8032 Zürich
**Tel.**: +41 44 254 90 10
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