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Risk Consultant (Credit and Market Risk)

Connect44

Risk Consultant (Credit and Market Risk)

Job Location

Zurich

Available Positions

1 positions

Job Type

Contract

Job Ref. Number

0719194132912

Risk Consultant (Credit and Market Risk)
Zurich - Switzerland
Contract - 6 months

Risk Consultant (Credit and Market Risk)

Zurich - Switzerland

Contract - 6 months

Our client is looking for looking for a motivated, self-driven and committed person to support its client in providing high quality advisory services in the area of model lifecycle management (model development or independent model validation) within the Banking sector.

Role is based in Zurich- Switzerland.

The Role:

  • Support client with increasing the efficiency and effectiveness of the model development lifecycle and ensuring compliance with regulatory and internal model development standards.
  • Conceptual support for model development
  • Model performance testing and model implementation
  • Writing of model documentation (or uplifting of existing documentation) in line with clients' model development standards
  • Modelling areas include: Credit risk (A-IRB, stress testing), IFRS 9, Counterparty credit risk, Market risk (RNIV)

Skills & experiences:

  • Master or PhD in a quantitative discipline (e.g. Mathematics, Physics or quantitative Finance)
  • 2-5 years of experience in banking risk analytics / modelling team (preferred) or in a consulting firm focusing on quantitative risk management
  • Experience in model development and/or model validation
  • Coding experience in Python or R and SQL as well as excellent knowledge of the MS Office suite
  • Business-fluent in English with German also beneficial