Quant Analyst

  • Negotiable
  • Zurich, Switzerland
  • Contract, Full time
  • Edelway AG
  • 12 Jan 18 2018-01-12

Edelway is a Services Consultancy based in Switzerland. For our client, a well renowned Swiss/International Bank located in the Zurich region, we are currently seeking a Quant Analyst with experience having worked in Risk.

Edelway is a Services Consultancy based in Switzerland. For our client, a well renowned Swiss/International Bank located in the Zurich region, we are currently seeking a Quant Analyst with experience having worked in Risk.

THE ROLE:

Supporting on the methodology development for the Credit Economic Risk Capital (ERC) model including work on e.g. data / statistical analysis, model design, prototype implementation, requirements capture in IT specification, documentation up to SR11-7 standards, support on governance.

Specific focus of this role would be on the collateral concentration risk framework / methodology - which is a regulatory requirement - which needs to be designed and incorporated into the existing Credit ERC model, incl. prototype implementation / requirements capture in IT specifications as well as documentation.

THE PROFILE

*PhD or Master's degree in a quantitative subject (e.g. mathematics, physics, engineering or IT).
*2-5 years working experience in Risk.
*Understanding of Risk Modelling
*R / Matlab programming skills. (Very large amounts of code (15'000 lines of code) will be expected to be able to understand, update & extend this code using R)
*Must be capable of writing clear technical documents compliant with SR 11-7 standards (or their translation of those into Bank policies by model risk management).
*Ability to communicate logically and precisely, including writing rigorous and clear documentation.


If this sound like your next challenge please send me your updated CV to pierangelo.rivera@edelway.com or call me for more details on +41 58 717 7007.

Please be aware that for this position we can only consider EU candidates and candidates already living in Switzerland and holding a valid residency permit.