See job description for details
- A highly interesting and challenging role in the Model Risk Management team in Zurich, focused on the validation of quantitative models.
- Leading and managing independent validation reviews of models across all banking divisions, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model.
- Continuous interaction and collaboration with stakeholders from a wide range of internal business areas, internal and external audit as well as supervisory authorities.
- Responsibility for the creation of technical reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.
- Working in a global, dynamic, technically skilled and motivated team.
- A PhD or a master's degree in a quantitative discipline or equivalent
- At least two years of practical experience in financial, risk or advisory modelling and statistical tests is required.
- A general understanding of global regulatory requirements is desirable to be a credible counterpart given the variety of models in scope.
- Client focused and communicate effectively with senior stakeholders, including the ability to explain complex topics to a diverse range of audiences.
- You are a dedicated problem solver with a positive, empathetic personality, paired with excellent interpersonal and communication skills and proficiency in English.
- Team player skills and motivation of working within a global and diverse team while being able to work independently.
- Being a self-starter with discipline, task focus, the ability to structure and present work and a proven track record of delivering high quality results to strict deadlines is something that describes you very well.
- Do you want to contribute your knowledge and programming experience of statistical software applications, such as R, Matlab, Python, SQL or SAS to our team?
Ms. B. Ott would be delighted to receive your application.
Please apply via our career-portal.