Risk Modelling and Analytics Specialist
Risk Modelling | Wealth Management | Portfolio Risk Management | Credit Risk Models
Duration: 6 months
An exciting new opportunity at a Globally recognised Swiss Bank is currently available. The role requires somebody with knowledge in risk models and preferably a background quantitative finance. Are you actively looking for a new role in risk modelling and analytics? Are you looking for a role where you can apply your quantitative knowledge to numerous modelling projects? Do you have knowledge of model validation? If so, then this might your next role!
My client, a Tier-1 Swiss bank located in Zurich, is looking for a new risk modeller. You will be working within Wealth Management, where you will be assessing various model types and identifying any limitations therein. It is an excellent chance to broaden your knowledge of risk models and gain experience in a globally recognised Swiss bank.
For this role, it is important to have a good level of coding skills in either R, Python or MATLAB. Moreover, good English language skills are required to communicate with other teams and to collaborate with stakeholders to ensure the quality of the model risk framework. Furthermore, you should have a good knowledge of the model validation process.
You will be contributing to the model risk framework alongside a growing and dynamic team and, therefore, this will be a great opportunity to put your quantitative modelling abilities to good use!
If you are interested in this exciting new role then pleased do reach out as soon as possible to Sam Jeremy at Nicoll Curtin on one of the following lines:
T: 0041 43 405 56 86
We look forward to receiving your applications!