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Risk Modelling Specialist - Validation

Experis AG

Posted on Nov 13, 2021 by Experis AG

Zürich, Switzerland
Immediate Start
Annual Salary

Risk Modelling Specialist - Validation

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 Risk Modelling Specialist to complete a 6-month contract within the Credit Risk team of Model Risk Management & Controls.

The team is responsible for the validation and the regular confirmation of all credit risk models applied to Investment Bank exposures. They carry out independent model assessments in line with the internal governance of models policy and regulatory requirements.

This is a 12 month contract based in Zurich

Main responsibilities

  • Perform independent model validations
  • Collaborate with model developers and communicate with key stakeholders across the institution
  • Assess the model's conceptual soundness and methodology
  • Check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
  • Review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
  • Assess model risk, including model robustness analysis, identification of limitations, and their assessment
  • Document the assessment according to required standards

Your skills:

  • 3-5 years of proven experience in risk modelling, model validation or related fields
  • Strong quantitative analytic and modelling skills with Master's or PhD degree in a quantitative field (eg econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics)
  • Very good use of programming languages such as R or Python
  • Possess high standards when it comes to report writing in a structured and transparent way.
  • Strong communication skills and the ability to explain technical topics clearly and intuitively
  • Fluent in English, oral and written

If you are interested in this opportunity, we look forward to receiving your CV or if you have any questions, contact Jane Leese

IWe can only consider Swiss nationals or professionals possessing a valid EU passport for this engagement.

Reference: 1397623821

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