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Risk Modeling & Analytics Specialist (SFT, Senior 11-10)

RM IT Professional Resources AG

Posted on Feb 13, 2021 by RM IT Professional Resources AG

Zürich, Switzerland
Accountancy
Immediate Start
Annual Salary
Contract/Project


Risk Modeling & Analytics Specialist (SFT, SR 11-10) vacancy for a globally operating Zurich based company in the financial sector.


Your experience/skills:



  • 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


Your tasks:



  • 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


Start:
Duration:
Location:
Ref.Nr.:03/2021
5 MM+
Zurich, Switzerland
BH16568

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: 1095005217

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