Liquidity / Funding Modelling Specialist - Matlab / R (5396)

In this role, you will review and refine the business franchise concept and model parametrizations for business, as usual, market-wide, idiosyncratic and combined scenarios.

Your Qualifications:

  • 5+ years of relevant experience in treasury or risk modeling/management
  • Advanced knowledge in treasury related matters, financial markets and business lines of a bank (e.g. securities financing, derivatives, etc), very good understanding of the balance sheet
  • Skilled in using statistical modeling software (Matlab, R
  • Proficient in MS applications (Word, Excel, Access) and familiar with running database queries (SQL for Oracle DB)
  • Strong analytical skills, with a good understanding of the business environment and ability to solve practical problems
  • Very good communication skills and the ability to explain technical topics clearly and intuitively
  • Fluent in English (oral/written)

Your Responsibilities:

  • Analyse and understand potentially complex businesses and its impact on liquidity and funding
  • Develop models conceptually and support modeling/parameter choices empirically
  • Review and refine business franchise concept
  • Lead discussions with stakeholders on model approaches, assumptions, and results

Off to new destinations! Apply now directly on jobs@iet.ch or contact our team on +41 44 485 44 99.

Zurich, Switzerland Zurich Zurich CH