Risk Modeling & Analytics Specialist

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12720en
  1. Contract
  2. English
  3. Mid-Senior level
  4. Digital & Technology
  5. Zurich
  6. Financial Services
  7. Risk Modeling, Quant, Derivatives, Pricing, OTC, SFT, ETD Transactions, R, Python, SQL
Risk Modeling & Analytics Specialist

On behalf of our client, a leading bank in Zurich, Swisslinx are looking for a Risk Modeling & Analytics Specialist to support the Counterparty Credit Risk or derivatives pricing and asset pricing.

Responsibilities will include:
-Facilitate the LIBOR decommissioning program and the introduction of new products that are leveraging ARR as opposed to LIBOR for OTC and ETD derivatives for Stress Exposure models.
-This includes the review of BRDs and, in case of identified impact on stress exposure models, collaboration with other teams to facilitate the implementation of the required changes in IT systems.
-If a change is classified as a non-material model change, this will cover the preparation of the submission package to the validation team
-Front to back review of existing Counterparty Credit Risk data and implementation landscape
-Develop testing codes

The successful candidate will bring:
-Experience in non-directional risks modelling for SFT and Derivatives products in line with SR 11-10
-Prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
-A sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
-Good IT skills (R, Python, SQL)
-Experience working with large data sets is beneficial
-MS or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
-Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
-Good communication skills with colleagues at all levels in the organization
-Fluent in English, both in oral and written form

If you have the relevant Quant and tech background and are looking for your next position, please apply below! We look forward to receiving your application!

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