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Stress Test Modeller - Operational Risk

Experis AG

Posted on Mar 30, 2022 by Experis AG

Zürich, Switzerland
Accountancy
Immediate Start
Annual Salary
Contract/Project

Stress Test Modeller - Operational Risk

Experis is the global leader in professional resourcing and project-based workforce solutions.

Overview of contract

On behalf of our client, a leading financial services institution in Zürich, we are looking for an Operational Risk Stress Testing Modeler. The successful candidate will assume responsibilities on quantitative model development and implementation in the R statistical platform

This is a 12-month contract based in Zurich

Main responsibilities

  • Analysis and preparation of macro-economic, operational loss and financial data to support quantitative model development and implementation in the R statistical platform.
  • Support preparation of documentation and governance materials for Model Risk Management, NFR senior management and various regulatory bodies.
  • Understand existing in-house quantitative models, respective R code and data and apply the knowledge to support development of a new model
  • Building relationship with key stakeholders and collecting relevant information from them

Your skills:

  • A minimum of 3 years of experience of quantitative risk models, statistics, mathematical modelling
  • Mathematical programming abilities in R or S Plus statistical language
  • Degree in banking, economics, mathematics, or related engineering or scientific fields with research focus
  • Prior experience working in risk-related roles in the financial industry
  • Result-oriented and strong assertiveness skills
  • Front-to-back model process know-how (data collection, model development, production and reporting) is an advantage

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

For this engagement, we can only consider Swiss nationals or professionals possessing either a valid EU passport or visa.

Reference: 1546713358

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