Operational Risk Stress Testing Modeler

vor 2 Wochen


Zurich, Schweiz iET SA Vollzeit

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

Operational Risk Stress Testing Modeler

In this exciting role, you will assume responsibilities on quantitative model development and implementation in the R statistical platform.

**Your Qualifications**:

- **3+ years experience in quantitative risk models, statistics, and mathematical modeling**:

- **Mathematical programming abilities in R or S plus statistical language**:

- **Degree in banking, economics, mathematics, or related engineering or scientific fields with a research focus**:

- **Proven ability to work productively in collaborative environments**:

- Experience working in risk-related roles in the financial industry
- Result-oriented and strong assertiveness skills
- Front-to-back model process know-how such as data collection, model development, production, and reporting is an advantage
- **Proficiency in English (written and spoken)**

**Your Responsibilities**:

- Analysis and preparation of macro-economic, operational loss, and financial data to support quantitative model development and implementation in the R statistical platform
- Support preparation of documentation and governance materials for Model Risk Management, NFR senior management, and various regulatory bodies


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