Credit Risk Modeller

Vor 7 Tagen

Zurich, Schweiz iET SA Vollzeit

For a short-term project at our client's site, an international bank based in Zurich, we are looking for an experienced

Credit Risk Modeller - Stress Testing

In this exciting role, you will be responsible for credit risk modeling for stress testing and IFRS9/CECL and be able to deliver against tight timelines.

**Your Qualifications**:

- **Several years experience in a similar role within the financial services industry**:

- **Exposure to credit risk models, preferably across a range of asset classes**:

- **Good coding skills in R, Python, SQL and/or SAS**:

- Strong analytical skills
- Good communication skills with colleagues at all levels in the organization
- **Fluent in English**

**Your Responsibilities**:

- Development of credit risk models to cover wealth management portfolios, e.g. margin lending and various types of mortgage products
- Implementation of the developed models in our IT infrastructure

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