Risk Modeler

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  1. Contract
  2. English
  3. Mid-Senior level
  4. Digital & Technology
  5. Zurich
  6. Financial Services
  7. Risk Model, Quantitative, R
This vacancy has now expired
On behalf of our client, a major Swiss bank, Swisslinx are looking Risk Modeler for a contract position based in Zurich. In this role you would join a project where credit stress loss for a very short projection horizon is required. You will be required to produce conceptual as well as empirical modelling work to develop appropriate adjustments/scaling.

Your responsibilities:
- Develop adjustments/scaling approach to leverage existing mostly yearly models for short-term projection horizon usage
- Provide benchmarking of suggested approach against formal requirements and all other appropriate development evidence
- Conduct consultation sessions with users (credit risk management) and other relevant stakeholders to discuss and agree on the approach

Your skills/experience:
- Proficiency in relevant coding languages such as R
- Experience in Credit Risk Modelling including stakeholder interaction
- University degree in a quantitative discipline
- Fluency in English is required

Is this a match to your skills and where you want to take your career? If so, send Swisslinx your application today!

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