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Credit Risk Analyst (Banking)

  • Salary: Negotiable
  • Job type: Contract, Full-time
  • Location: Zürich
  • Sector: Risk, Audit & Compliance
  • Date posted: 25/04/2019
  • Job reference: BBBH102320
This vacancy has now expired.

Credit Risk Analyst (Banking)

Experis is the global leader in professional resourcing and project-based workforce solutions. Our suite services range from interim and permanent to managed services and consulting, enabling businesses to achieve their goals. We accelerate organisational growth by attracting, assessing and placing specialised professional talents.

On behalf of our client, a leading Swiss financial services company, we are looking for a Credit Risk Analyst, who is an expert at risk management.

Main responsibilities:

  • Development, implementation and running of stress models to measure credit risk on obligors as well as at portfolio level
  • Analysis of historical data to estimate model parameters
  • Regular analysis and control of model inputs, results and sensitivities
  • Structuring of data
  • Contributing to writing a policy to specify the scenario credit model development
  • Involvement in IT projects to drive forward the implementation of stress models

Required skills & experience:

  • 5 years of experience working with credit models (ideally within the financial sector, possibly in positions such as Credit Offer, Enterprise Risk Manager, Quantitative analyst on the market risk side (pricing models)
  • Familiarity with Probability of Default (PD), Loss Given Default (LGD), as well as Exposure at Default (EAD) models
  • SQL - basic knowledge / R Language - intermediate skills
  • Fluent English speaker who is adaptable, dynamic and able to deliver under pressure
  • SAS tool knowledge

Are you interested in this opportunity? Kindly send us your CV today via the link in the advert. Should you have any questions, please contact Nina-Beatriz Schröter on: +41 44 229 99 38.

If this position is not a perfect fit for you, you may still reach out to us, as we have hundreds of open positions across Switzerland at Experis IT.

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