Quantitative Risk Modeller / Analyst - Banking
Quantitative Risk Modeller / Analyst - This is a long term contract opportunity to join our Basel based client in the financial sector.
Your tasks:
- Contributing to the review, extension, and enhancement of the company's risk models
- Implementing or prototyping risk measurement approaches in IT systems
- Documenting risk and valuation models comprehensively
- Defining business and technical specifications for implementation by the Risk IT team
- Collaborating with the Risk IT team to review and enhance IT systems used to measure risk
- Supporting various projects related to quantitative risk measurement and valuation methodologies
Your experience/knowledge:
- Excellent grasp of financial risk measurement and management, including proficiency in quantitative models for risk assessment and valuation
- Strong skills in mathematical finance, with a particular focus on fixed-income instruments and derivatives
- Extensive experience in designing, specifying, and implementing IT systems, with expertise in object-oriented programming, relational database modeling, and Python programming
- Proven ability to write clear and precise business and technical specifications, and to translate quantitative models into effective IT solutions
- Language skills: English - fluent in written and spoken
Your soft skills:
- Team player with a strong customer focus
- Excellent interpersonal and communication skills
Location: Basel, Switzerland
Sector: Finance
Start: 08/2024
Duration: 08MM+
Ref.Nr.: BH21855
Take the next step and send us your resume along with a daytime phone number where we can reach you.
Due to Swiss work permit restrictions, we can only consider applications from Swiss nationals, EU citizens as well as current work-permit holders for Switzerland.
Ukrainian refugees are warmly welcomed, we will support you all the way.
We welcome applications from individuals of all genders, age groups, sexual orientations, personal expressions, ethnic backgrounds, and religious beliefs. Therefore, there is no requirement to provide gender information or a photo in your application.
As per client requirements, we need information about your marital status, nationality, date of birth, and a valid Swiss work permit. For applicants with disabilities, we are happy to explore potential solutions with our end client.
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