We are seeking a highly skilled Senior Risk Analytics Modeler to join our team on a full-time basis. The successful candidate will play a pivotal role in risk analytics modeling and reporting, with a focus on quantitative financial analysis and credit risk. The position requires expertise in building models from scratch, strong programming skills (Python & R preferred), and a deep understanding of statistical and econometric methods.
Your Responsabilities
- Develop and implement risk models, utilizing techniques such as time series analysis, linear/non-linear models, and parametric/non-parametric models.
- Conduct quantitative financial analysis and credit risk assessment.
- Demonstrate a strong understanding of financial products, macroeconomic concepts, and their interactions.
- Utilize statistical and econometric methods for model development and analysis.
- Proficiently program in statistical software, with a preference for Python & R.
- Ensure clear comprehension of terms such as Monte-Carlo, bootstrap, stationarity, co-integration, regression, goodness of fit, out-of-sample, null hypothesis, p-value, risk-neutral, autoregressive, quantiles, and density function.
- Work closely with Customer Account Managers and provide expertise in risk management.
- Collaborate with team members and stakeholders to achieve project goals.
Your skills and Qualifications
- Master’s or PhD degree in applied quantitative discipline (e.g., Quantitative Economics/Finance, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance).
- Proven experience in risk modeling, quantitative financial analysis, and credit risk assessment.
- Proficient in statistical and econometric methods.
- Strong programming skills in Python & R.
- Excellent analytical, conceptual, and organizational skills.
- Clear understanding of financial products, macroeconomic concepts, and risk management principles.
- Language skills: English.
Your perspectives
- Start date: asap
- Workload: 100%
- Location: Switzerland, Zurich (Onsite at least 3 days a week)
- Duration: 6 months (extendable)
Special conditions
- Only candidates based and working in Switzerland will be considered.
- Hours: 8:00 am to 5:00 pm
Your contact
Nembrini Consulting SA – Email : hr@nembrini.com
