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Financial Risk Consultant - Banking - Consulting - Python - R - SQL - MS Office Suite - IFRS

IT Di-Visions AG

Posted on May 28, 2021 by IT Di-Visions AG

Zürich, Switzerland
Accountancy
1 Jul 2021
Annual Salary
Contract/Project


For an international financial company in Zurich we are seeking a highly motivated professional to take up the following challenge:

Risk Consulting (Financial Services) (Contract)

Job Description

  • Support client with increasing the efficiency and effectiveness of the model development life cycle and ensuring compliance with regulatory and internal model development standards
  • Conceptual support for model development
  • Model performance testing and model implementation
  • Writing of model documentation (or uplifting of existing documentation) in line with clients' model development standards
  • Modelling areas include: Credit risk (A-IRB, stress testing), IFRS 9, Counterparty credit risk, Market risk (RNIV)

Requirements

  • Master or PhD in a quantitative discipline (eg Mathematics, Physics or quantitative Finance)
  • 2-5 years of experience in banking risk analytics/modelling team (preferred) or in a consulting firm focusing on quantitative risk management
  • Experience in model development and/or model validation
  • Coding experience in Python or R and SQL as well as excellent knowledge of the MS Office suite
  • Business-fluent in English with German also beneficial

Contract Details

  • Start: 1st of July 2021
  • Duration: 6 months
  • Occupancy: 100%
  • During Corona candidate is in homeoffice - after Corona onsite. Candidate has to live or move to Switzerland for this job.
  • Rate depends on seniority

Contact

IT Di-Visions is a friendly and dynamic IT placement agency which has a real track record with companies within the financial, telecom, insurance and other interesting industries in Switzerland.
We place IT experts in contracting positions as well as in permanent employment contracts.

For further technical information, please contact us.




Reference: 1211173140

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