Quantitative Manager in Credit Risk Management – Financial Services

Infastage
  • Post Date: February 5, 2020
  • Applications 0
  • Views 253
Job Overview
Job content
In a world that’s changing faster than ever, our purpose acts as our ‘North Star’ guiding our more than 280,000 people – providing the context and meaning for the work we do every day. In doing so, we play a critical role in building a better working world for our people, clients and communities. Thanks to our innovative services in auditing, tax consulting as well as transaction and management consulting, we proudly lead our clients into the future.

As the only one of the Big 4 with a specialist cross-border practice dedicated to the Financial Services Sector, we offer our clients seamless, consistent and high-quality services around the globe.

Our Advisory business offers a broad range of functional and cross-country services dedicated to providing high-value and trusted advice to clients, with a specific focus on business transformation programs in the Financial Services industry.

We are currently looking for a motivated and committed Senior Consultant / Manager with a specialization in credit risk modeling to further strengthen our practice within the FSO Advisory Risk Management team in Zurich.

What you can expect – enriching experiences that will last a lifetime

Engage in advisory engagements where you will support our clients (financial institutions ranging from leading global market players to more regional focused institutions) in challenges related to credit risk modeling and management as well as further financial and non-financial risks. Topics range from the development or review of quantitative models applied for regulatory purposes, financial accounting or business steering to firm-wide model risk management, with approaches including advanced analytics and innovative machine learning techniques. We also support our clients with advice regarding the setup of risk functions or overall risk frameworks.

Perform regulatory audit mandates where you will review financial risk models on behalf of the national regulator to assess compliance with regulatory requirements.

Support financial audit mandates where you will contribute specialist expertise in the assessment of all kinds of risk-related models, the valuation of corresponding accounting estimates or the application of advanced analytics.

Depending on your experience, take on team and/or project management responsibilities.

Develop your technical and leadership skills by gaining experience in diverse projects as well as through internal and external training opportunities.

A Master of Science or PhD in mathematics, physics, statistics, econometrics or other relevant quantitative field

3-5 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries

Strong quantitative skills, in particular deep understanding of quantitative modeling techniques, with practical experience in credit risk (Basel III – IRB, IFRS9)

Ideally additional knowledge and experience in further risk types and/or advanced quantitative finance topics, e.g. counterparty credit risk / exposure simulation

Good IT and programming skills, with practical experience in languages such as Python, R, VBA, SQL

A strong interest in taking responsibility, developing technical excellence and advancing innovative approaches in credit risk modeling and management

Key success factors: team player, goal-oriented, commitment, quick understanding, analytical and organizational skills, as well as project management skills;

In an international environment, a proficient level of business
English is a prerequisite; fluency in German is a clear plus.

Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience4 Years
  • GenderBoth
  • INDUSTRYBanking
  • QualificationMaster’s Degree
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