Risk Modeling & Analytics Specialist - Python, R (7576)
Posted on Jun 6, 2021 by iET SA
Risk Modeling & Analytics Specialist - Python, R
Risk Modeling & Analytics Specialist - Risk Control | Zurich City | 7 Months | Daily rate upon request
For a project at our client's site, an international bank based in Zurich, we are looking for a motivated Risk Modeling & Analytics Specialist - Risk Control.
In this exciting role, you will be working in a team being responsible for the validation and the regular confirmation of all credit risk models applied to Investment Bank exposures. This team carries out independent model assessments in line with the internal governance of model policy and regulatory requirements.
As of January 1, 2021, UK citizens will need work visa sponsorship in order to work in Switzerland. iET as an employment agency does not sponsor work visas. We can only work with UK citizens if they are already in Switzerland and possess a valid work permit.Your Qualifications:
- Excellent quantitative analytic and modelling skills in a quantitative field such as econometrics, financial economics and/or mathematics
- Profound experience in risk modelling, model validation equivalent field
- Very good project management skills by taking end-to-end responsibility regarding quality and deadlines as well as timely escalation of issues
- Excellent computing skills plus well-versed in coding with Python or R
- Well-versed in composing reports in a structured and transparent way
- Very good communication skills and the ability to explain technical topics clearly and audience-oriented
- Communicative team player with very good interpersonal skills
- Fluent in English, both in oral and written form
- Responsible for performing independent model validations
- Collaboration with model developers and key stakeholders across the institution
- Assessment of the model's conceptual soundness and methodology
- Accountable for checking the appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- Review of the outcome, impact, or benchmark analyses
- Development of a benchmark model
- Assessment of model risk including model robustness analysis, identification of limitations, and their assessment
- Documentation of assessments according to required standards
Off to new destinations! Apply now directly or contact our team.