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Risk Modeling & Analytics Specialist - Derivatives Products

Overview

For a project at our client's site, an international bank based in Zurich, we are looking for a motivated

Risk Modeling & Analytics Specialist - Derivatives Products
8022
Contract
8 months
Zurich
Applications close 27 Jun 2022
Posted 22 Jun 2022

Qualifications

  • Experience in non-directional risks modeling for SFT and Derivatives products
  • Prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
  • Sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
  • Good IT skills in Python and R, SQL with experience in large data sets is beneficial
  • Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
  • Good communication skills with colleagues at all levels in the organization
  • Fluent in English

Responsibilities

  • Development of models to cover non-directional risk, including illiquidity for bonds, non-linear equities, concentration and basis risks
  • Responsible for the implementation of the developed models in Python
Neues Fabian
Hello, my name is
Fabian Huggenberger
I manage this role
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