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Quantitative Analyst - Liquidity, Funding Modelling

Posted on May 18, 2019 by RM IT Professional Resources AG

Zürich, Switzerland
Information Technology
Immediate Start
Annual Salary

Quantitative Analyst - Liquidity, Funding Modelling wanted for our Zurich based client in the banking sector.

Your experience/skills:

  • University Degree in an analytical field like Economics, Finance, Statistics, (financial) Mathematics or a related discipline
  • At least 5 years of working experience in Quantitative Analysis within Treasury, Liquidity and Funding Modelling
  • Solid knowledge of local Regulatory LCR and NSFR models (eg BIS, FINMA, ECB, etc.)
  • Excellent know-how of standard Liquidity plus cash flow models as well as balancing sheet changes related to cash flow profiles for various business segments
  • Expertise in MS Applications such as Word, Excel and Access along with knowledge of running and refining database queries like SQL for Oracle DB
  • Strong conceptual and analytical skills, with a good understanding of the business environment and ability to solve practical problems
  • Languages: fluent in English both written and spoken

Your tasks:

  • Understanding and analysing the internal Liquidity models and differences in local regulatory LCR and NSFR models such as BIS, ECB and FINMA
  • Executing tests to balance between simplification and accuracy
  • Creating an approach empirically and conceptually to approximate measures based on a minimum required model attributes, to derive the cash flow profile consistent with a balance sheet evolution and to conclude the model and cash flow consistent balance sheet evolution to derive the scenario consistent LCR
  • Leading meetings with stakeholders on approaches, assumptions and results

Start: ASAP
Duration: 6 MM+
Location: Zurich, Switzerland
Ref.Nr.: BH 14412

Did this Spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number.

As a preferred recruitment agency for Swiss banks, international insurance, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern and other regions in Switzerland every day.

Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.

Going the extra mile

New to Switzerland? In case of successful placement, we support you with:

  • All administrative questions
  • Finding an apartment
  • Health - and social insurance
  • Work permit and much more

Reference: 707946114