Senior Modelling Specialist (Manager/Senior Manager)

  • 39422
  • Non-Life - Actuarial
  • |
  • Switzerland
  • |
  • Apr 20, 2021
Multi-national Firm
RESPONSIBILITIES
  • part of the financial risk modelling team focused on quantitative advisory and auditing services in the area of risk measurement
  • You will take a leading role in the audit and validation of Internal Rating-Based (IRB) approaches, Expected Credit Loss (ECL) models, Stress and Scenario Tests, and Economic Risk Capital (ERC) models employed by leading banks in Switzerland.
  • You will take a leading role in leveraging emerging technologies available including Artificial Intelligence (AI) and Robotic Process Automation (RPA), around credit risk modelling.
QUALIFICATIONS
  • You have a Master or PhD degree in a quantitative discipline
  • You may have completed your CQF, CERA, CFA, PRM, or FRM diploma.
  • You have 2 to 7 years of experience of working in the area of quantitative financial modelling in the banking industry or in a supervisory capacity.