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12552en
- Contract
- English
- Associate
- Digital & Technology
- Zurich
- Financial Services
Skills
C#, F#, Risk Analysis, Credit Risk Models
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This vacancy has now expired
As the premier supplier to our client, an international bank with headquarters in Zurich, Swisslinx are looking for a highly motivated Risk Modeller strong quantitative knowledge and good programming experience of C# or F# to support credit risk model development and implementation.
This is a 12 month contract starting ASAP with a strong chance of renewal up to two years.
As the successful candidate you will join a small credit risk model team responsible for the methodology, development and implementation of the Credit Counterparty model used for Risk management and Capital calculation across all divisions of the bank.
In addition they are responsible for group-wide development, calibration, implementation, maintenance and documentation of counterparty rating models, LGD and CCF models and for providing quantitative analysis and support at transaction and portfolio level to CRM and Front Office.
You will be responsible for the following:
• Support a specific project delivery to implement scenario RWA calculation in an IT system, using .Net technology.
• Get familiar with existing systems in a short period of time and initiate new implementations using F# / C# libraries.
As the ideal candidate you will possess the following skills and experience:
• Around 3-7 years professional experience in similar position as Risk Analyst or Risk Modeller
• Experience programming in C# or F#
• Git code libraries
• Fluency in English
The following skills are nice to have:
• Credit risk models
Please note due to COVID interviews would be conducted remotely, however the role is based 100% in Switzerland. The team is currently working for home during the pandemic and home office will be offered post COVID.
Are you a passionate quant looking for a role within an international and progressive environment? We look forward to receiving a copy of your CV.
This is a 12 month contract starting ASAP with a strong chance of renewal up to two years.
As the successful candidate you will join a small credit risk model team responsible for the methodology, development and implementation of the Credit Counterparty model used for Risk management and Capital calculation across all divisions of the bank.
In addition they are responsible for group-wide development, calibration, implementation, maintenance and documentation of counterparty rating models, LGD and CCF models and for providing quantitative analysis and support at transaction and portfolio level to CRM and Front Office.
You will be responsible for the following:
• Support a specific project delivery to implement scenario RWA calculation in an IT system, using .Net technology.
• Get familiar with existing systems in a short period of time and initiate new implementations using F# / C# libraries.
As the ideal candidate you will possess the following skills and experience:
• Around 3-7 years professional experience in similar position as Risk Analyst or Risk Modeller
• Experience programming in C# or F#
• Git code libraries
• Fluency in English
The following skills are nice to have:
• Credit risk models
Please note due to COVID interviews would be conducted remotely, however the role is based 100% in Switzerland. The team is currently working for home during the pandemic and home office will be offered post COVID.
Are you a passionate quant looking for a role within an international and progressive environment? We look forward to receiving a copy of your CV.
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