Risk Modeller (Quant)

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.

Key Responsibilities

Support the Scenario Credit models team in Mumbai out of Zurich in the above-described tasks for taking over the externally built climate change credit stress testing models.

• Work closely with permanent team members and team lead in Mumbai to support tasks described for the climate change credit stress testing project

These other responsibilities relate to all aspects of developers in charge of scenario credit models such as:

• Data sourcing, cleaning, modelling
• Statistical modelling and empirical analysis
• Model maintenance and governance * Closing of open Model Risk Validation Findings
• Self-assessment of models / modelling standards against regulatory/accounting requirements.
• Conduct training/consultation sessions with users (credit risk management) and other relevant stakeholders (e.g. enterprise risk management) to discuss and agree approaches
• Implement models (e.g. R) and work with implementation teams for IT integration

Challenges Contractor will be facing in this role:

1. Reliance on model documentations only as new models come from external vendor
2. Independence and experience required to support team in Mumbai (local distance and data walls to Zurich, knowledge holders fully absorbed by other things)
3. Potentially numerous different topics/smaller tasks to cover simultaneously for backfilling

Essentials Skills and Qualifications:

1. A university degree in a quantitative discipline
2. 2-3 years of experience as model developer
3. Proficiency in coding (e.g. R)
4. Experience in Credit Risk Modelling incl. stakeholder interaction, validation, implementation

Desired Skills and Qualifications:

1. Experience with credit stress testing models

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.

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.

Key Responsibilities

Support the Scenario Credit models team in Mumbai out of Zurich in the above-described tasks for taking over the externally built climate change credit stress testing models.

• Work closely with permanent team members and team lead in Mumbai to support tasks described for the climate change credit stress testing project

These other responsibilities relate to all aspects of developers in charge of scenario credit models such as:

• Data sourcing, cleaning, modelling
• Statistical modelling and empirical analysis
• Model maintenance and governance * Closing of open Model Risk Validation Findings
• Self-assessment of models / modelling standards against regulatory/accounting requirements.
• Conduct training/consultation sessions with users (credit risk management) and other relevant stakeholders (e.g. enterprise risk management) to discuss and agree approaches
• Implement models (e.g. R) and work with implementation teams for IT integration

Challenges Contractor will be facing in this role:

1. Reliance on model documentations only as new models come from external vendor
2. Independence and experience required to support team in Mumbai (local distance and data walls to Zurich, knowledge holders fully absorbed by other things)
3. Potentially numerous different topics/smaller tasks to cover simultaneously for backfilling

Essentials Skills and Qualifications:

1. A university degree in a quantitative discipline
2. 2-3 years of experience as model developer
3. Proficiency in coding (e.g. R)
4. Experience in Credit Risk Modelling incl. stakeholder interaction, validation, implementation

Desired Skills and Qualifications:

1. Experience with credit stress testing models

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.