Zurück zur Übersicht

 

IPV (Independent Price Verification) Specialist with IT Focus

Are you a solid IT-skilled and analytical person with a strong interest in financial markets, who likes to work with "real-world" data on a daily basis?

As an employe within the P/L and Valuation team you will use a blend of your analytic, IT, and fincancial skills to contribute to daily reportings of key figures and monthly valuation controls. You will have the possibiity to actively work on your processes from end-to-end, i.e. from a high-level design to an IT implementation. You will defend your results towards stakeholders in other units.
You will collaborate with other team members that have various academic backgrounds to advance the efficiency and scope of the departments processes.

Your opportunity

• Take over the responsibility for the IPV IT landscape (processes for market data gathering, quantitative impact analysis, valuation parameter data management)


• Own the monthly independent price verfication (IPV) with focus on interest rates, bonds, correlations, and (potentially) "exotic" parameters


• If suitable: Own the liquidity risk control (2nd line of defence) task for the bank


• Work on projects in the context of enhancements of our P/L analytics and automatization of the IPV process

 

You bring

• A university degree in a quantitative/IT-related field (e.g. quantitative finance/economics, physics, mathematics or computer science); Master's degree is an advantage


• Practical, hands-on programming skills (e.g. Python, SQL, PL-SQL, VBA)


• Abilty to handle large data sets using databases and MS office


• Interest in financial markets and analytical valuation models and their associated parameters


• Interest to work in a risk control team with a daily exposure to a trading environment


• English language skills; German is a strong plus


• As additional assets (not mandatory): prior experience in a trading, regulatory or treasury environment; know-how in liquidity risk control

Your are

• Not satisfied with less than 100% quality of your output


• Tenacious in analysing numerical data (structured or unstructured) on a very detailed level and at the same time be able to identifiy the big picture underlying the data


• A reliable and trusted person

 

Standort

Zürich / Bleicherweg 21

 

Kontakt

Slava Müller
+41 58 283 72 17
Corporate Human Resources

 

 

Bewerben