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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
Credit Risk Model Developer Modeladaptation FINMA
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 / Adaptation of credit risk models to FINMAs internal ratingsbased approach IRB / Introcument of the standardized approach IRB to credit risk models in the systems / Development and backtesting of IRB based credit risk models (e.g. LGD PD) as well as market risk models for the trading desk (e.g. option pricing BlackScholes valuation of options) / 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.
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(tel:). He is available and pleased to take time for your professional career development.
coni partner ag
Ivano Coni
Managing Director
Klosbachstrasse 107
CH8032 Zrich
Full Time