We are seeking a highly skilled Senior Risk Analytics Modeler to join our team on a full-time basis. The successful candidate will play a pivotal role in risk analytics modeling and reporting, with a focus on quantitative financial analysis and credit risk. The position requires expertise in building models from scratch, strong programming skills (Python & R preferred), and a deep understanding of statistical and econometric methods.
Your Responsibilities
Develop and implement risk models, utilizing techniques such as time series analysis, linear/non-linear models, and parametric/non-parametric models.
Conduct quantitative financial analysis and credit risk assessment.
Demonstrate a strong understanding of financial products, macroeconomic concepts, and their interactions.
Utilize statistical and econometric methods for model development and analysis.
Proficiently program in statistical software, with a preference for Python & R.
Ensure clear comprehension of terms such as Monte-Carlo, bootstrap, stationarity, co-integration, regression, goodness of fit, out-of-sample, null hypothesis, p-value, risk-neutral, autoregressive, quantiles, and density function.
Work closely with Customer Account Managers and provide expertise in risk management.
Collaborate with team members and stakeholders to achieve project goals.
Your Skills and Qualifications
Master’s or PhD degree in applied quantitative discipline (e.g., Quantitative Economics/Finance, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance).
Proven experience in risk modeling, quantitative financial analysis, and credit risk assessment.
Proficient in statistical and econometric methods.
Strong programming skills in Python & R.
Excellent analytical, conceptual, and organizational skills.
Clear understanding of financial products, macroeconomic concepts, and risk management principles.
Location: Switzerland, Zurich (Onsite at least 3 days a week)
Duration: 6 months (extendable)
Special Conditions: Only candidates based and working in Switzerland will be considered.
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