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Risk Modelling Specialist- Banking

Lieu de travail Zürich, Switzerland
Secteurs Risk, Audit & Compliance
Type d'emploi contrat
Un salaire Negotiable
Référence BBBH135664

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.

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