Quantitative Analyst (Credit and Operational Risk Model Validation)

posted Dec 19, 2014, 5:57 AM by ESFAB Global Search   [ updated Dec 19, 2014, 5:57 AM ]
We offer
A challenging role focused on independent validation of credit and operational risk models for use in the Private Banking and Investment Banking divisions 
Investigating key aspects of each model under review: the choice of model, its performance and optimal use of the model 
Management of validation projects 
Origination of validation reports for the attention of senior management, supervisory authorities, and model developers 
Interaction with supervisory authorities 
Work in a dynamic and motivated team

You offer
A master's degree or PhD in a quantitative discipline (mathematics, physics, or econometrics) 
Strong mathematical / statistical background is essential 
Practical experience of risk management and quantitative analysis preferred 
Excellent communication skills 
Fluency in English and German 
Good knowledge of software applications such as Microsoft Office, S-PLUS, SAS, and Matlab