Credit Risk Modeler recruitment
With a special focus on the Lombard business, you will be responsible for:
- Developing new methods and models to analyse credit and market risk on portfolio level and obligor
- Implementing and maintaining these methods and models into existing/new risk systems
- Use numerical simulations based on different derivative pricing formulas and other statistical and stochastic models in modelling the risk of different asset classes and products within market and credit risk.
Your profile
- Master degree in mathematics, physics or mathematical finance
- Background in programming (R, Matlab, C++, SAS, VBA etc.) and model development
- At least 3 years experience within market or credit risk
- Experience with data sourcing and analysis using appropriate software is preferable
- Practical experience with market and/or credit risk methods including stress testing
- Good knowledge of credit business, investment products and/or structured credit products
- Fluent in English, German is an advantage
You are offered a position in an international organization where you will find yourself surrounded with professionals. You will be offered (international) career opportunities within an environment where an open culture is key, and individual contribution is rewarded.
Please apply online or contact us through +31 20 3204383 if you would like to have additional information on this opportunity.
September 11, 2010
• Tags: Credit Risk Modeler recruitment, Private Banking, Wealth Management careers in the Switzerland • Posted in: Financial