Direct message the job poster from Swisslinx
IT Recruiter @ Swisslinx | Connecting Talent to Opportunities
About the Role:
Are you a numbers guru with a passion for risk analysis? We are looking for a Quantitative Risk Analyst to join our Risk Management unit! As part of the Risk Models team, you'll play a key role in developing and implementing risk and valuation models that support banking operations.
Join the client in enhancing risk measurement methodologies to align with industry best practices and regulatory requirements.
Job Requirements:
1. Contribute to the review, extension, and enhancement of risk models.
2. Implement or prototype risk measurement approaches in IT systems.
3. Document risk and valuation models.
4. Define business and technical specifications for implementation by the Risk IT team.
5. Collaborate with the Risk IT team to review and enhance IT systems used to measure risk.
Job Competences:
1. Expertise in financial risk measurement and management, including quantitative risk and valuation models.
2. Strong mathematical finance skills, particularly in fixed-income instruments and derivatives.
3. Experience in designing, specifying, and implementing IT systems, including object-oriented programming, relational database modeling, and Python programming.
4. Ability to write clear business and technical specifications and translate quantitative models into IT solutions.
Job Additional Preferences:
1. Experience in bank stress testing tools and models.
2. Knowledge of numerical methods for calibrating risk and valuation models.
3. Understanding of market and counterparty credit risk models.
If you're a quantitative risk expert with a strong mathematical finance background and Python experience, we’d love to hear from you!
Seniority Level
Mid-Senior level
Employment Type
Contract
Job Function
Analyst, Information Technology, and Engineering
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