Data Analyst - Credit Risk / Lombard Business
- Employer
- iET Recruitment
- Location
- Zurich
- Salary
- upon request
- Closing date
- 16 Nov 2019
- Reference
- 6607
View more
- Employer Sector
- Banking & Finance - Investment
- Contract Type
- Contract
- Hours
- Full Time
- Travel
- None
Job Details
For a project at our client‘s site, an international bank based in Zurich, we are looking for a
Data Analyst - Credit Risk / Lombard Business (6607)
Your main responsibilities will be to develop and maintain the calibration dataset for bank’s Advanced Internal Rating Based models covering bank's Lombard business. You will be working with key stakeholders within Global Wealth Management business on both, the risk and the business side.
Your Qualifications:
- Experience as Data Analyst within a corporate environment, ideally in the banking/finance industry
- Knowhow of Credit Risk Methodologies / Lombard Business would be a plus
- Strong IT/programming skills, experience in building databases or working with large and complex data systems
- Knowledge of statistical and econometric methods and their application, as well as knowledge of statistical programming languages (R, SAS, Matlab, Python), would be a plus
- Interest in placing model development and data collection activities within the bigger picture of the organization
- Strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
- Fluent in English
Your Responsibilities:
- Help to develop and implement a database solution to store margin calls, remediation actions and defaults for our clients using database tools and state of the art programming languages
- Investigate historical client cases together with portfolio experts and risk officers to develop data-based solutions for describing client behavior
- Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
- Build prototype databases within languages such as hierarchical data format (HDF) or Access and visualize data in R or SAS to support the development of highly sophisticated quantitative models
- Collaborate with risk officers, business managers, Risk IT, Change, Operations and other stakeholders supporting the proper implementation and future execution of database solutions
Off to new destinations! Apply now directly or contact our team on +41 44 485 44 99.
Company
We are a recruitment agency based in Zurich, Switzerland. We are looking for profiles in business and IT.
We understand the challenges contractors face so the iET business culture is based on an ongoing dialogue and we live cooperation daily. Our contractors have the talent to constantly enhance and refine their professional skill-set to take part and keep up with current developments. As their counterpart, we aim to provide a degree of planning reliability by accompanying our consultants over multiple projects.
Our partners can rely on our expertise in personnel administration so they can fully focus on their ventures. We ensure that salaries and social security contributions are paid on time. We deal with public authorities and social security institutions daily. In that way, we create planning security which is important for a long-term relationship. iET also supports its partners in recruiting permanent employees.
We are more than just another staffing agency. iET SA seeks to engage its employees and consultants alike. It is a place where a professional mind-set is paired with creativity, innovation and humor.
- Location
-
Zürich
CH
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