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Quantitative risk analyst

  • Job type: Permanent
  • Location: Zürich
  • Salary: Competitive
  • Job reference: 17:10 11/04/2018
  • Sector: Insurance, Risk, Selby Jennings
  • Date posted: 11/04/2018
Quantitative Risk Analyst –

 
Do you possess the skills to analyze and oversee the credit risk/ credit risk modeling? we are looking for an individual to be part of a dynamic team in order to deliver efficient solutions to combat the new regulatory requirements.



 
– We are looking for you to oversee the entirety of credit risks based on the requirements of the new accounting standard IFRS9 ECL. You must be able to engage with the finance central team and ensure all processes are upheld and ran through the entire process keeping in constant contact with the risk officers not just in Switzerland but across the globe.

You have:

  • A university degree in a quantitative field e.g  Econometrics, physics, Fin Mathematics, Computer science or similar
  • A well-developed knowledge of macro and microeconomic relations as well as financial markets and banking products
  • Previous work experience in a credit risk, finance or treasury environment preferably requiring strong data analysis skills
  • Previous credit risk experience is beneficial
  • Experience with the high-level programming language and stat software (C++, MetLab, SQL)
If you are interested in the role please contact William Norris