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Quantitative Developer/Modeler (R coding)

RM IT Professional Resources AG

Posted on Jan 7, 2021 by RM IT Professional Resources AG

Zürich, Switzerland
IT
Immediate Start
Annual Salary
Contract/Project


Quantitative Developer/Modeler (R coding) vacancy for a globally operating Zurich based company in the financial sector.


Your experience/skills:



  • 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


Your tasks:



  • 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



Start:
Duration:
Location:
Ref.Nr.:02/2021
06MM+
Zurich, Switzerland
BH16460

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.


Going the Extra Mile.


As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.


Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.


New to Switzerland? In case of a successful placement, we support you with:



  • All administrative questions

  • Finding an apartment

  • Health- and social insurance

  • Work permit and much more


Thank you for your interest. By applying, you give us the permission to internally store and process your data for the application process. We strictly comply with the applicable data protection laws.




Reference: 1053916566

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