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The ideal candidate will support Credit Analytics which is responsible for the methodology and development of credit risk relevant models used for Risk Management and Capital Calculation across all divisions.
Several years experience as a Quant Analyst, ideally within a financial markets environment
Strong R and/or Matlab programming skills
Good understanding of risk framework/methodology
Well versed in writing clear technical documents compliant with SR 11-7 standards
Strong communicator as well as team player
Fluent in English, German is Plus
Supporting methodology development for the Credit Economic Risk Capital (ERC) model
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
Design and incorporate the existing Credit ERC model, incl. the prototype implementation
Are you ready for a new challenge and available in February in Zurich? We look forward to receiving your application in MS-Word on firstname.lastname@example.org. For any questions, please contact us: +41 44 485 44 99.