Risk Consulting - Credit and Market Risk
Experis is the global leader in professional resourcing and project-based workforce solutions. Our suite of services ranges from interim and permanent recruitment to managed services and consulting, enabling businesses to achieve their goals. We accelerate organisational growth by attracting, assessing, and placing specialised professional talent.
Tasks:
Support client with increasing the efficiency and effectiveness of the model development lifecycle and ensuring compliance with regulatory and internal model development standards. This includes:
- Conceptual support for model development
- Model performance testing and model implementation
- Writing of model documentation (or uplifting of existing documentation) in line with clients' model development standards
Modelling areas include: Credit risk (A-IRB, stress testing), IFRS 9, Counterparty credit risk, Market risk (RNIV)
Skills & experiences:
- Master or PhD in a quantitative discipline (e.g. Mathematics, Physics or quantitative Finance)
- 2-5 years of experience in banking risk analytics / modelling team (preferred) or in a consulting firm focusing on quantitative risk management
- Experience in model development and/or model validation
- Coding experience in Python or R and SQL as well as excellent knowledge of the MS Office suite
- Business-fluent in English with German also beneficial
Interested in this opportunity? Kindly send us your CV today through the link in the advert. However, should you have any questions please contact Danny Besse on +41 44 229 99 45.
Even though this position may not be the perfect fit for you, please reach out to us, as we have hundreds of open positions at Experis IT across Switzerland.
Check out all of Experis' job openings at www.experis.ch or visit my personal page and connect to me on LinkedIn.
