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Credit Risk Modeller/ Analyst with R Programming

  • Salary: Negotiable
  • Job type: Contract, Full-time
  • Location: Zürich
  • Sector: Other
  • Date posted: 05/06/2019
  • Job reference: BBBH104333

Credit Risk Modeller/ Analyst with R Programming

Experis is the global leader in professional resourcing and project-based workforce solutions.

On behalf of our client, a leading financial institution in Zürich, we are looking for a Credit Risk Modeller/ Analyst with R Programming skills to support the Credit Analytics team for a 6 month contract.

We are looking for candidates who are available either immediately or with a short notice period of 1 month or less.

Main responsibilities

  • Supporting the Credit Analytics team who are responsible for the methodology and development of credit risk models.
  • Supporting the Credit Economic Risk Capital (CERC) methodology development which will include modifying large pieces of code using R programming skills.
  • Developing strong stakeholder interactions and capturing business requirements.
  • Enhancing the current model by using and sourcing from existing data
  • Performing statistical analysis and model redesigning
  • Implementing prototype and documenting to required standards
  • Supporting IT with implementation and testing
  • Making relevant changes to the existing model
  • Collecting requirements for further development

Your skills:

  • 5 years working experience within a Quantitative Analysis environment.
  • Possess excellent programming skills in R and be able to work with very large amounts of code - 15,000 lines and more.
  • Understand credit risk modelling
  • Have the ability to communicate logically and precisely, including writing clear, technical documents.

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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