Stress Test Modelling Spcialist - EBA Program
Posted on Apr 6, 2022 by Experis AG
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
- 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
- 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.