Market Credit Risk Modeler

coni partner established 1993 is a consultancy company with headquarters in Zurich and subsidiaries in Dsseldorf and Shanghai. We are specialised in customfit staffing in tune with the corporate culture by ensuring a perfect match of professional skills references and personal as well as social skills of successful candidates.

Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m f d) as a

Market & Credit Risk Modeler

Tasks

Developing quantitative tools and methods for risk measurement and monitoring of market and credit risk / Risk modelling of different asset classes and products with respect to market and credit risk / Development and backtesting of IRB credit risk models / Querying and empirical analysis of large amount of financial data / Programming of prototypes validation and further development of market risk models in the banking and trading book / Project management for introduction of risk models and implementation into IT landscape / Providing support for the automation of processes for periodic model reviews / Collaboration with specialist departments / Supporting the operational credit departments with regard to risk models and ensuring user acceptance / Point of contact for audit firms regarding risk models and methods / Supporting strategic initiatives of the department as well as various projects.

Requirements

University studies or Ph.D. with a quantitative focus on Quantitative Finance Mathematics Physics or Statistics / Practical professional experience in a bank as a quantitative analyst or in a BigFour company in the area of audit support or at FINMA / Experience in the development of credit risk (e.g. LGD PD in the IRB context) or market risk models (for IB trading desks option pricing etc.) / Professional development as a modeler and programming skills in e.g. Matlab Python R SQL VBA LaTeX (macros) Git etc. / Excellent MSOffice knowhow / Excellent analytical as well as problemsolving skills / Flexibility / Ability to work under pressure / A winning personality with the ability to explain of complex topics for nonmathematicians / Conceptual and communication skills / Fluency in German and English.

Please apply by email to contact(at)conipartner. com. For additional information please call Mr. Ivano Coni. He is available and pleased to take time for your professional career development.

coni partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

CH8032 Zrich

Tel.: