Data Analyst - Credit Risk / Lombard Business

Location
Zurich
Salary
upon request
Posted
17 Oct 2019
Closes
16 Nov 2019
Ref
6607
Job Type
Advisory, IT Auditor, Risk
Contract Type
Contract
Hours
Full Time
Travel
None

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 applicationas 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.

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