Job Detail

Credit Risk Modeling & Analytics Specialist

Zurich / Eintritt per sofortkessler.vogler is an owner-run company specialising in consultation, selection and recruitment of experts and executives for banks and financial service providers for permanent and temporary positions.



Do you want to develop yourself further, and are therefore looking for a new professional challenge at a bank or financial service provider?



Then come to us: Our extensive experience and excellent network means that we can provide you with professional and efficient support. kessler.vogler is happy to advise you individually with career planning, and will help you look for a solution that is the perfect match for you and your personal goals. We offer this for both temporary and permanent positions.



As strategic provider of several financial institutions, we are actively on boarding banking experts. Currently, for a Swiss Bank with global reach, we are seeking for a Credit Risk Modeling & Analytics Specialist for a temporary assignment of 12 months (extension possible). The candidate has to be available immediately.




Tätigkeiten:

• The project is related to the development of a credit portfolio model for the regulatory capital calculations in the context of the Fundamental Review of the Trading Book


• Lead the development of models within their area of responsibility and in accordance with policy


• Ensure, together with the relevant functions and model owners, that the models comply with internal, as well as regulatory requirements


• Help to ensure the approach to modeling risks and to product valuations is in line with appropriate industry practice


• Take a broad view of the risks and help ensure that there are no material gaps in the measurement of risks and in the valuation of products


• Understand the products, processes, systems and policies , as well as the regulatory requirements and trends relevant for fulfilling the role


• Support the model implementation, testing, and validation


• Ensure regulatory requests are dealt with in a disciplined, timely and efficient manner


• Exercise judgment and escalate issues for discussion at the relevant model governance forum, as needed

Anforderungen:

• Strong hands-on skills in multi factor portfolio credit risk modelling, copulas, Monte-Carlo methods, calibration of correlations


• Coding skills (C++, R, Java is a plus)


• Ability to organize and prioritize own work to ensure a timely delivery


• Ability to write technical model documentation in a clear and structured way

Interested? We look forward to receiving your complete application documents. We are happy to check them and get back to you. Absolute discretion is a matter of course for us.

Kind regards

Your team kessler.vogler

Schifflände 22 – 8001 Zurich

Tel. +41 43　305 00 30

www.kessler.vogler.ch




Sprachen: Fluent in English, German is an asset




Einsatzort: Zurich




Eintritt ab: sofort




Stellenart: Temporärstelle




Stellen-Nr.: 1316




Ihre Kontaktperson:



Monty Haenni



Junior Consultant



T 043 305 00 26



haenni@kessler.vogler.chE-Mail
Ich möchte mich für diese Stelle bewerben



Anrede*Bitte wählenHerrFrauVorname*Name*Strasse / Nr.*PLZ und Ort*Telefon privatTelefon GeschäftTelefon mobilE-Mail*Anhang 1Datei auswählenAnhang 2Datei auswählenAnhang 3Datei auswählenAnhang 4Datei auswählenDie mit * bezeichneten Felder sind erforderlich.



Stellenbeschrieb drucken|Stelle weiterempfehlen|zurück zur Übersicht