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Data Analytics (Risk Models)

  • Salaire: Negotiable
  • Type d'emploi: Contract, Full-time
  • Lieu: Zürich
  • Secteur: Risk, Audit & Compliance, Business Analysis
  • Date de mise en ligne: 22/08/2017
  • Référence du poste: J372617ASAU-180817
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Data Analytics (Risk Models)

On behalf of our client, a leading bank in Zürich, we are looking for a Business Analyst with strong data analytics and risk models experience. For this contract position based in Zurich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

Role:

  • The successful candidate will participate in business analysis activities will work in the area of USGAAP analysing business requirements for the calculation of Credit Expected losses according to the new USGAAP & IFRS9 accounting standards

Responsibilities:

  • The key challenge is to understand the CECL (USGAAP) mathematical models document them, explain them to the IT Team and further coordinate the implementation of the new USGAAP models
  • Maintaining all change requests related to Business Requirement Documents
  • Conducting review and sign-off process with all stakeholders and IT
  • Analysing models calculation logic and supporting Credit Analytics Team that designs the models
  • Analysing data requirements for the models - its structure and availability
  • Defining the new processes around the models
  • Testing models implementation in UAT phase
  • Data quality analyses and testing

Skills:

  • Over 5 years of experience in business analysis
  • Proven data analytics experience
  • Modelling mathematical skills in the area of z-factor models for PD, LGD, EAD
  • Experience in IFRS9 / USGAAP regulations would be highly beneficial
  • Solid understanding Credit Risk, ideally in the area credit expected losses
  • SQL query experience
  • Clear and efficient communication with IT and other stakeholders
  • Ability to analyse and data required for models

Desired skills:

  • Ability to use modelling tools like Matlab, R as well as data base queries: sql
  • Understanding of IT technology

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui on +41 44 229 99 40. Please feel free to call even though this position might not be the perfect fit for you as we have a lot of positions open in the whole of Switzerland.

I'm always looking for skilled candidates don't hesitate to send me your CV for future job opportunities. Kindly check my page: https://www.experis.ch/sophia-alaoui to see an overview of available positions or connect with me on LinkedIn

Experis IT is Europe's leading IT&T recruitment agency. Take a look at our homepage for other interesting opportunities or call us on +41 44 229 99 99. Experis has more than hundreds currently open vacancies and we will be more than happy to find the perfect role for you! Just visit us on www.experis.ch

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