Credit Risk Modeler

coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is a Swiss bank in Zurich. We are searching for a quantitative analyst (m, f, d) as a

Credit Risk Modeler

Developing quantitative tools and methods for risk measurement and monitoring of market and Credit Risk / Risk modelling of different asset classes and products with respect to market and Credit Risk / Querying and empirical analysis of large amount of financial data / Programming of prototypes / Project management for introduction of risk models and implementation into IT landscape / Collaboration with stakeholders globally and cross-functionally / Support to operative Credit Risk management units in risk models related questions / Supporting strategic initiatives of the department as well as various projects.

University studies or Ph.D. with a quantitative focus on mathematics, physics or statistics / Practical work experience within a bank or a BigFour company / Market experience (trading, market risk or client advisory) / Experience in the development of Credit Risk (e.g. LGD, PD) or market risk models (e.g. VaR) / Background in model development and programming skills in Matlab, Python, R SQL, VBA / Excellent MS-Office know-how / Excellent analytical skills / Flexibility / Ability to work under pressure / A winning personality with the ability to explain of complex topics for members ot the board / Conceptual and communication skills / Fluency in German and English.

Please apply by e-mail to contact(at)coni-partner. com. For additional information please call Mr. Ivano Coni +41 44 254 90 10. He is available and pleased to take time for your professional career development.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

CH-8032 Zürich

Tel.: +41 44 254 90 10