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
Your 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
Your 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
