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Risk Modelling Specialist – R / Python

Employer
iET Recruitment
Location
Zurich
Salary
Upon request
Closing date
21 Nov 2019
Reference
6586

View more

Employer Sector
Banking & Finance - Investment
Contract Type
Contract
Hours
Full Time
Travel
None
Job Type
Risk Analysis, Risk Management

Job Details

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

Risk Modelling Specialist – R / Python (6586)

In this role you will be working within the team of model risk management on the validation of models related to the calculation of counterparty exposure under stressed market conditions.

Your Qualifications:

  • 3+ years’ experience in model validation or risk modelling of counterparty credit exposure with strong quantitative analytic and modelling skills
  • Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
  • Good programming (coding) skills and experience utilizing programming languages such as R or Python
  • High standards when it comes to report writing in a structured way
  • Strong communication skills and the ability to explain technical topics clearly and intuitively
  • A team player with strong interpersonal skills
  • Fluent in English

Your Responsibilities:

  • Assess the model's conceptual soundness and methodology
  • Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
  • Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
  • Assess model risk, including model robustness analysis, identification of limitations, and their assessment
  • Document the assessment to the required standards
  • Collaborate with model developers and communicate with key stakeholders across the institution

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.

Company info
Location
Zürich
CH

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