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Stress Test Modelling Spcialist - EBA Program

Experis AG

Posted on Apr 6, 2022 by Experis AG

Zürich, Switzerland
Accountancy
Immediate Start
Annual Salary
Contract/Project

EBA Stress Test Modelling Specialist

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 have a role that will support the Credit Risk and Counterparty Credit Risk streams on EBA Stress Test program

This is a 9-month contract based in Zurich

Main responsibilities

  • Develop strategic tool landscape for front-to-back data manipulation, aggregation, and template population, as well as for data analysis
  • Maintain existing tools in line with methodology and template updates
  • Interact and coordinate with stakeholders across all CR/CCR templates and divisions
  • Support Finance to Risk data reconciliation efforts
  • Support users
  • Contribute to dry-runs and live runs

Your skills:

  • Strong quantitative background with multi-year experience in risk related topics
  • Strong coding skills are a must-have, preferably in SAS, R or Python
  • Feeling comfortable working with large datasets and having experience accessing relational databases using SQL
  • Able to work independently and under tight timelines
  • Previous experiences with EBA's EU-wide stress testing exercise
  • Previous working experience within the Finance or Risk function

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: 1556197847

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