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Risk Modeller (C#, Credit Risk, Quant Analysis)

Premium Job From RM IT Professional Resources AG
Recruiter: RM IT Professional Resources AG
Listed on: 23rd September
Location: Zürich
Type: Contract
Start Date: ASAP

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Risk Modeller (C#, Credit Risk, Quant Analysis) vacancy for a globally operating Zurich based company in the financial sector.Your experience/skills:PhD or Masters' Degree in a Quantitative Discipline such as Physics, Mathematics, Engineering or Computer ScienceProficiency in minimum two of these specific topics: Derivative Pricing and Modeling, Risk Modeling, Credit Risk, Market Risk, Statistical Analysis, Monte Carlo Simulations or Machine Learning is a must haveExposure to exchange Traded Derivatives Business and QuantStrats is a plusStrong programming skills in C# language are mandatoryExtensive knowledge of one of the following languages would be highly beneficial: C, C++, Python, R, JavaFamiliarity with VBA, SQL, and Office suite Languages: English, fluent in written and spokenYour tasks:Prototyping, developing and implementing methodologies required for back testing of Monte Carlo counterparty Credit Risk modelsPrepare counterparty credit exposure calculations according to Basel 3 and CRD4 standardsDeveloping capital relevant risk methodologies in the derivatives area for FINMA, SEC and PRASupporting the IT department to strategically implement complex risk and simulation systemsCollaborating closely with internal stakeholders from several risk departments around the globe
Start:Duration:Location:Ref.Nr.:ASAP06MM+Zurich, SwitzerlandBH16042Does this spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.Going the Extra Mile.As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.New to Switzerland? In case of a successful placement, we support you with:All administrative questionsFinding an apartmentHealth- and social insuranceWork permit and much moreThank you for your interest. By applying, you give us the permission to internally store and process your data for the application process. We strictly comply with the applicable data protection laws.