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Quantitative Business Analyst (Derivatives Pricing Models)

  • Salary: Negotiable
  • Job type: Contract, Full-time
  • Location: Zürich
  • Sector: Business Analysis
  • Date posted: 18/10/2017
  • Job reference: J375939ASAU-181017
This vacancy has now expired.

Quantitative Business Analyst (Derivatives Pricing Models)

On behalf of our client, a leading bank in Zürich, we are looking for a Quantitative Business Analyst with good understanding of Derivatives Pricing Models. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

Role:

  • The role is within the Credit Exposure Modelling Team which is responsible for developing models to calculate credit exposure metrics (PE and EPE) for counterparty credit risk.
  • A new model platform was developed in the recent year for the investment banking business. This model platform will be rolled out to the uncollateralized private banking like business. The respective candidate would accompany this role out form the model methodology side.

Responsibilities:

  • Gap analysis between IB model and PB methodology
  • Analysis of the fall back method
  • Impact assessment between new and old model
  • Data managements
  • Pre deal inquiry methodology improvements

Skills:

  • Over 5 years of experience in business analysis
  • Quantitative Background
  • Solid understanding of financial markets, credit business, regulations, derivative products and risk modelling
  • Good understanding of Derivatives Pricing Models (Interest Rate and FX Derivatives)
  • Counterparty Credit Risk is highly beneficially
  • People oriented working style
  • Proactive and self-managing working style
  • Fluency in English as well as good communication skills

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui on +41 44 229 99 40. Please feel free to call even though this position might not be the perfect fit for you as we have a lot of positions open in the whole of Switzerland.

I'm always looking for skilled candidates don't hesitate to send me your CV for future job opportunities. Kindly check my page: https://www.experis.ch/sophia-alaoui to see an overview of available positions or connect with me on LinkedIn

Experis IT is Europe's leading IT&T recruitment agency. Take a look at our homepage for other interesting opportunities or call us on +41 44 229 99 99. Experis has more than hundreds currently open vacancies and we will be more than happy to find the perfect role for you! Just visit us on www.experis.ch

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