Business Analyst - Credit Risk

  • Competitive
  • Zurich, Switzerland Zurich Zurich CH
  • Contract, Full time
  • Stamford Consultants AG
  • 13 Jul 18 2018-07-13

Business Analyst Your role: Are you a stickler for getting things right? Do you have a knack for analyzing credit risk? Do you know how to solve problems and manage projects efficiently? We are looking for someone like this who can:

Business Analyst

Your role:

Are you a stickler for getting things right? Do you have a knack for analyzing credit risk? Do you know how to solve problems and manage projects efficiently? We are looking for someone like this who can:

  • bring innovation to the Risk Methodology Group in the refinement and implementation of risk models
  • provide documentation of processes and business requirements on statistical and stress testing models for credit risks
  • research and document best practices when working on a new model, including understanding regulatory requirements and establishing a data model
  • collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models
  • support regulatory exercises

Your team:

You’ll be working in the Strategic Change team in Zurich, covering Credit Risk. We are part of the wider Risk Control organization and work as agents of change for our Risk Control colleagues. We are primarily responsible for eliciting detailed business requirements relating to data sourcing, calculations, outputs, methodology and end-to-end controls which drive fundamental IT systems and process changes.

 

The team develops models for securities lending values and derivatives margins as well as methods for risk control and monitoring on both portfolio and client level, such as stress testing, expected loss calculation, concentration and liquidity analyses.

Your experience and skills

You have:

  • at least 5 years' experience in quantitative modeling environments or risk analytics
  • knowledge of risk methodology and quantitative analysis
  • solid understanding and experience in statistical methods in risk modelling beneficial (regression- and portfolio models, Monte Carlo techniques)
  • strong analytical, problem-solving and synthesizing skills (you know how to figure things out)
  • a degree in STEM disciplines, banking and finance, or relevant work experience

You are:

  • fluent in English
  • an excellent communicator, with strong interpersonal skills
  • a flexible, resilient team player with a positive attitude
  • adaptable, able to work across teams and functions
  • known for your can-do attitude when tackling daily tasks