17 days ago

Quantitative Risk Specialist

Harvey Nash AG

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Quantitative Risk Specialist

For our client in Zurich, Harvey Nash is looking for a competent:

Quantitative Risk Specialist

Our client is offering an exciting position within Credit Risk Model Validation for a support in a bank-wide change program. New business requirements trigger a significant change in the bank's risk methodologies, including combined stress testing for Credit Risk. All these newly developed models require independent model validation. To support the independent model validation team our client needs an experienced quant with background in Credit Risk Modelling or Validation.

Your experience and skills

You have:
* a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
* some experience in Stress Testing / Economic Capital or other areas of risk methodology
* experience in Credit Risk (essential)
* sound knowledge of statistical and econometric methods and their application
* some experience in end.to-end model testing
* IT flair and programming knowledge (experience in writing code is essential)
* strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
* good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
* experience with handling large datasets is a plus

You are:
* proficient user of statistical software and programming (e.g., Matlab, VBA, SAS, R, C++)
* a strong communicator (and can know how to handle challenging situations)
* Understanding of Pillar I and II methodologies for Credit Risk
* able to work independently, highly organized and able to work in a quickly changing and fast paced environment
* fluent in English

Our client offers a dynamic environment and exciting projects where you can further grow.

We look forward to your online application.

Harvey Nash AG
Michael Payer
+41 44 296 88 41