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Credit Risk Modeller (Contract) - 6358

IT Di-Visions AG

Posted on Oct 29, 2020 by IT Di-Visions AG

Zürich, Switzerland
IT
Immediate Start
Annual Salary
Contract/Project


For an international financial institution in Zurich we are seeking a highly motivated professional to take up the following challenge:

Credit Risk Modeller (Contract) - 6358

Job Description

  • Reassess the current credit risk expected loss frame work in place
  • together with stakeholders from various functions like credit risk management and Front Office product management define the expectations to the framework
  • define and update risk measurement models and parameters in line with formulated expectations from stakeholders
  • Setting up a project plan including definition of key deliverables
  • Execute on the project plan in the capacity of main project manager
  • Stakeholder management in order to commonly define and write down framework expectations
  • Source data and perform statistical analysis in line with formulated expectations to the framework
  • Prepare updated framework documentation that will be handed over to internal model risk management function

Requirements

  • Project management experience
  • Programming know how in SQL, Excel (VBA), R
  • Strong understanding of credit risk and respective banking products
  • Ability to create well-structured presentations and documentations
  • Proficient German and English language skills

Contract Details

  • Start: ASAP
  • Duration: 6 months
  • Workload: 100%
  • Applications will be accepted until Friday, 30th October at 6 pm

Contact

IT Di-Visions is a friendly and dynamic IT placement agency which has a real track record with companies within the financial, telecom, insurance and other interesting industries in Switzerland.
We place IT experts in contracting positions as well as in permanent employment contracts.

For further technical information, please contact Mr. Manuel Rau.






Reference: 987262367

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