Risk Modelling Specialist- Banking
Posted on Mar 28, 2021 by Experis AG
Risk Modelling Specialist - Banking
Experis is the global leader in professional resourcing and project-based workforce solutions.
Overview of contract
On behalf of our client, a leading financial institution in Zürich, we are looking for a senior and experienced Risk Modeller who has 10+ years of working experience in project and/or team lead roles.
- Support in project management ie preparing, compiling, reviewing and aggregating of project milestones and progress in JIRA Atlas for the around 40+ ongoing projects
- Statistical analysis and model development specifically for regulatory change of Basel 3 finalization regulation across several LGD and EAD models, this includes data sourcing, data review, data analysis and application of statistical regression methods
- Support technical specifications for implementation of newly developed commodities trade finance models (PF, LGD, EAD).
- Support statistical and data analysis required to close MICOS items related to regulatory requests
- 8+ years of experience in credit risk modelling
- Statistical analysis in R (or comparable language)
- Data analysis (ETL) in SQL
- Project management and people leadership
- Prior know how in IRB methodology/terminology would be a strong plus
- Know how in BCBS IRB regulations
If you are interested in this opportunity, we look forward to receiving your CV or if you have any questions, contact Jane Leese.
We can only consider Swiss nationals or professionals possessing a valid EU passport for this engagement.