Quantitative Developer/Modeler (R coding)
Posted on Jan 7, 2021 by RM IT Professional Resources AG
Quantitative Developer/Modeler (R coding) vacancy for a globally operating Zurich based company in the financial sector.
- University Degree in a Quantitative discipline
- Expertise in Credit Risk Modelling including validation, implementation and stakeholder interaction
- Proficiency in coding especially using R
- Familiarity with transition Matrix approaches for scenario dependent Probability of default modelling
- Notable background in the financial industry
- Languages: English, fluent in written and spoken
- Developing an adjustment/scaling approach by leveraging existing models for short-term projection horizon usage
- Consulting with users and relevant stakeholders to discuss and agree on the approach
- Achieving Model Risk Management validation by providing benchmarking of suggested approach against formal requirements and all developmental evidence up to current and internal standards and justification
- Gaining relevant inputs while minimising the requested support by working closely with teams responsible for the corresponding credit stress testing models
- Cooperating and ensuring alignment with peer contractors developing similar approaches for other stress testing models
- Collaborating closely with the implementation team by clarifying the viability of envisioned approaches early on and providing specifications of an agreed approach to facilitate the implementation
- Obtaining sign-off from model owners and users as well as confirmation from the implementation team of appropriate clarifications and hand-over for the final approach
Does this Spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
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