Credit Risk Modeler and Quant Ib Risk

Vor 3 Tagen


Zurich, Schweiz coni+partner AG Vollzeit

Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m, f, d) as a

Credit Risk Modeler and Quant IB Risk

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 / Development and backtesting of IRB credit risk models (e.g. LGD, PD) as well as market risk models for the trading desk (e.g. option pricing, Black-Scholes, valuation of options) / Querying and empirical analysis of large amount of financial data / Programming of prototypes, validation and further development of market risk models in the banking and trading book / Project management for introduction of risk models and implementation into IT landscape / Providing support for the automation of processes for periodic model reviews / Collaboration with specialist departments / Supporting the operational credit departments with regard to risk models and ensuring user acceptance / Point of contact for audit firms regarding risk models and methods / Supporting strategic initiatives of the department as well as various projects.

Qualifikation

University studies or Ph.D. with a quantitative focus on Quantitative Finance, Mathematics, Physics or Statistics / Practical professional experience in a bank as a quantitative analyst or in a BigFour company in the area of audit support or at FINMA / Experience in the development of credit risk (e.g. LGD, PD in the IRB context) or market risk models (for IB, trading desks, option pricing, etc.) / Professional development as a modeler and programming skills in e.g. Matlab, Python, R SQL, VBA, LaTeX (macros), Git, etc. / Excellent MS-Office know-how / Excellent analytical as well as problem-solving skills / Flexibility / Ability to work under pressure / A winning personality with the ability to explain of complex topics for non-mathematicians / 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



  • Zurich, Schweiz coni+partner AG Vollzeit

    Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m, f, d) as a Market & 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 / Development and...


  • Zurich, Schweiz coni+partner AG Vollzeit

    Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m, f, d) as a Market & Credit Risk Modeler Tasks 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 / Development and...

  • Quant Risk Consultant

    vor 3 Wochen


    Zurich, Schweiz Tiger Recruitment Ltd Vollzeit

    **Quant Risk Consultant in Zurich with one of the Big 4.** My Client is searching for a Quant Risk Consultant for a 6-12 months contact The project will invlove augmentation in Risk Modelling (Scenario Modelling / Stress Testing / Credit Risk) Validation of risk models (Scenario Modelling, Stresstesting, Credit Risk) **You will have** - Understanding of...

  • Credit Risk Modeler

    vor 2 Wochen


    Zurich, Schweiz coni+partner AG Vollzeit

    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...


  • Zurich, 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...

  • Audit Manager

    vor 2 Wochen


    Zurich, Schweiz Credit Suisse AG Vollzeit

    Credit Suisse AG Zurich, SwitzerlandPosted 21 hours ago Permanent Competitive - Join us as an Audit Manager - Model Risk. You will work within our cutting edge audit function, where you will manage audits and other model risk audit related activities to ensure efficient and high quality execution, while developing staff through coaching and mentoring. As...

  • Quant Risk Consultant

    vor 2 Wochen


    Zurich, Schweiz Rec2Tech Ltd Vollzeit

    **6-Month Contract**: - (Possible extension) _ **Hourly Rate**:90 CHF - 136 CHF _(DOE) _ **Location**:Zurich (Hybrid) **Language(s) Required**:Fluent English or German We are working with one of the Big 4 consultancy services known for their innovative approach to risk management and data-driven decision-making. We are seeking a highly skilled and...

  • Market Risk Quant

    vor 4 Wochen


    Zurich, Schweiz coni+partner AG Vollzeit

    Our client is a bank in Zurich. We are searching for a quantitative risk manager (m, f, d) as Market Risk Quant /ALM Tasks Identification, monitoring and reporting of market risks focused on trading or treasury / Developing market risk models and performing the valuation of financial products / Reviewing and validating valuation models for financial...

  • Market Risk Quant

    vor 1 Woche


    Zurich, Schweiz coni+partner AG Vollzeit

    Our client is a bank in Zurich. We are searching for a quantitative risk manager (m, f, d) as Market Risk Quant /ALM Aufgaben Identification, monitoring and reporting of market risks focused on trading or treasury / Developing market risk models and performing the valuation of financial products / Reviewing and validating valuation models for financial...

  • Modeler

    vor 3 Wochen


    Zurich, Schweiz Risk Management Solutions Vollzeit

    We currently have a job opening for a Catastrophe Risk Modeler to join our Earthquake team in the Model Development group of Risk Management Solutions, Inc. (RMS) in our Zurich, Switzerland, office. The main focus of this role is on the development of earthquake hazard and risk models with emphasis on understanding, developing, and implementing state of the...


  • Zurich, Schweiz coni+partner AG Vollzeit

    Our client is an international Bank with its headquarter in Zurich. We are looking for a Quantitative Modeler Market Risk / Trading Aufgaben Performing independent reviews of proprietary Equity and FX valuation models / Coding quantitative finance and derivative pricing models / Developing and maintaining independent benchmark library / Interface...


  • Zurich, Schweiz coni+partner AG Vollzeit

    Our client is an international Bank with its headquarter in Zurich. We are looking for a Quantitative Modeler Market Risk / Trading Tasks Performing independent reviews of proprietary Equity and FX valuation models / Coding quantitative finance and derivative pricing models / Developing and maintaining independent benchmark library / Interface management...


  • Zurich, Schweiz UBS Vollzeit

    Switzerland - Zürich - Quantitative Analysis - Group Functions **Job Reference #** - 271898BR **City** - Zürich **Type** - Intern Analyst (Pipeline) **Your role** - Are you interested in Credit Risk Methodology and particularly in the Swiss Market? We are looking for someone like that to be responsible for the daily handling of the Tactical Risk Desk...


  • Zurich, Schweiz UBS Vollzeit

    Critères de l'offre Description du poste Are you a sharp evaluator of credit risk? Can you investigate complex situations and propose solutions? We're looking for someone like that who can: - conduct reviews and audits of (i) probability of default, loss given default and expected loss; (ii) counterparty credit risk including over the counter, exchange...


  • Zurich, Schweiz UBS Vollzeit

    Switzerland - Zürich - Investment Banking, Risk - Investment Bank **Job Reference #** - 271794BR **City** - Zürich **Type** - Intern Analyst (Pipeline) **Your role** - Are you passionate about operational risk and keen to understand how the IB and particularly the IB Global Markets Distribution manages it? Would you enjoy working in a dynamic...

  • Credit Risk Manager

    vor 3 Wochen


    Zurich, Schweiz Swiss RE Vollzeit

    Are you ready for a **meaningful development** opportunity? Do you want to become part of a diverse global team? We have an **exciting opportunity** for a motivated individual to join our Credit Risk Insurance Team! **About the role** This **highly visible** role within the Credit Risk Insurance Team will report to the Head of Credit Risk and be located in...

  • Global Product Leader

    vor 2 Wochen


    Zurich, Schweiz PartnerRe Vollzeit

    **Company Description** PartnerRe is a leading, privately owned, multi-line global reinsurer with a reputation of financial stability and strength, and a commitment to rebuilding businesses and communities after risk events around the world. Our mission is to continue to be a financially stable and predictable business partner, supporting our clients with...


  • Zurich, Schweiz SCOR Vollzeit

    **MISSION**: As a member of the CSPR GL team, to negotiate, underwrite and manage the business of reinsurance treaties of credit, surety and single/political risk insurance for the French, Nordic (excluding the Baltics) as well as the South-African markets (including the African Multilateral cedent ATIDI, based in Kenya). To help with the selection of...


  • Zurich, Schweiz Credit Suisse Vollzeit

    **Your field of responsibility** We are offering an outstanding opportunity to join us as Operational Risk Manager within the 2nd line of defense. Your responsibilities are to assess, monitor, and provide independent opinion on Cyber & Technology Risk globally and with focus on Swiss legal entities. Your portfolio will cover strategic initiatives,...


  • Zurich, Schweiz Credit Suisse Vollzeit

    Finance / Controlling / Accounting / Audit / Tax / Treasury English **We Offer** This role is important for continued SEC compliance with SOX 404 rules and to the remediation of an existing SOX material weakness relating to COSO Principle 7 Risk Assessment. This role will interact frequently with stakeholders across seniority levels (including Directors)...