Risk Modelling / Model Validation Specialist
Risk Modelling / Model Validation Specialist
Experis is the global leader in professional resourcing and project-based workforce solutions.
Overview of contract
On behalf of our client, a leading financial institution in Zürich, we are looking for a Risk Modelling / Model Validation Specialist to start an initial validation of a new stress scenario model for capturing credit risk losses related to nostro exposures.
This is a 4 months contract.
Main responsibilities
- Lead the development / verification of models within their area of responsibility and in accordance with policy
- Help to ensure that the bank's approach to modeling risks and to product valuations is in line with appropriate industry practice
- Take a broad view of the risks and help ensure that there are no material gaps in the measurement of risks and - in support of Finance - in the valuation of products
- Exercise sign-off authority in accordance with 'ad personam' delegated verification authority
- Understand the products, processes, systems and policies of the bank, as well as the regulatory requirements and trends relevant for fulfilling the role
Your skills:
- 3-4 years of experience in risks modelling, stress calculation, stress modelling and model validation
- Fluency in English
If you are interested in this opportunity, we look forward to receiving your CV or if you have any questions, contact Ana Ramos
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.
