Risk Modelling Specialist- Banking
Risk Modelling Specialist - Banking
Experis is the global leader in professional resourcing and project-based workforce solutions.
Overview of contract
On behalf of our client, a leading financial institution in Zürich, we are looking for a senior and experienced Risk Modeller who has 10+ years of working experience in project and/or team lead roles.
Main responsibilities
- Support in project management i.e. preparing, compiling, reviewing and aggregating of project milestones and progress in JIRA Atlas for the around 40+ ongoing projects
- Statistical analysis and model development specifically for regulatory change of Basel 3 finalization regulation across several LGD and EAD models, this includes data sourcing, data review, data analysis and application of statistical regression methods
- Support technical specifications for implementation of newly developed commodities trade finance models (PF, LGD, EAD).
- Support statistical and data analysis required to close MICOS items related to regulatory requests
Your skills:
- 8+ years of experience in credit risk modelling
- Statistical analysis in R (or comparable language)
- Data analysis (ETL) in SQL
- Project management and people leadership
- Prior know how in IRB methodology / terminology would be a strong plus
- Know how in BCBS IRB regulations
If you are interested in this opportunity, we look forward to receiving your CV or if you have any questions, contact Jane Leese on +41 44 229 99 49
If you are interested in other opportunities that Experis are recruiting, please click on the link https://www.experis.ch/experis-zurich.
We can only consider Swiss nationals or professionals possessing a valid EU passport for this engagement.