Big 4 - Liquidity Risk Modelling - Switzerland

  • Up to 150,000 CHF
  • Zurich, Switzerland
  • Permanent, Full time
  • Milburn Lewis
  • 09 Oct 17 2017-10-09

An opportunity has arisen to work with a leading Global 'Big 4' consultancy client who are going through exponential growth at the moment. They have recently had a massive change in their organisational structure and are looking to invest and develop their Risk Analytics function. My client offers a collaborative culture where talented individuals can produce their best work in an agile and dynamic environment. They operate an inclusive culture across all levels of the business..

The team consists of over 30 experts from many different countries, and is a market leading entreprenurial function. They all have a strong academic backgrounds and are a closely knit team working together across seniority levels. 

In this role you will be involved in but not limited to:

  • Developing Quantitative Risk models which will support Treasury departments
  • Implement and design Risk processes and frameworks
  • Have daily interaction to senior client s across Risk, Front Office and Treasury

 

To apply for this role these keys skills and experience are needed:

  • Good interpersonal and communication skills
  • 2 years experience of working in Bank Treasury or similar function
  • Solid knowledge in ALM, including IRRBB, liquidity and funding
  • Programming experience in R, C++, Matlab or any other advance language