Risk Modeling & Analytics Specialist (SFT, Senior 11-10)
Posted on Feb 4, 2021 by RM IT Professional Resources AG
Risk Modeling & Analytics Specialist (SFT, SR 11-10) vacancy for a globally operating Zurich based company in the financial sector.
- Several years of working experience in non-directional risks modelling for SFT and Derivatives products in line with SR 11-10
- Expertise and practice in the financial services industry including exposure to derivative pricing models, ideally across a range of asset classes
- Good understanding of asset pricing and SFT, OTC as well as ETD transaction across all major asset classes
- Strengths include an analytical way of working paired with the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Solid IT skills including R, Python and SQL, know-how of working with large data sets is an asset
- Masters or PhD degree in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
- Languages: English, fluent in written and spoken
- Facilitating the LIBOR decommissioning programm
- Introducing new products which are leveraging ARR as opposed to LIBOR for OTC and ETD derivatives for Stress Exposure models
- Reviewing of BRDs and impact on stress exposure models
- Collaborating with other teams to facilitate the implementation of required changes in the IT systems
- Working on front to back reviews of existing data and implementation landscape as well as developing testing codes
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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