Treasury Risk Modelling specialist #192627

Job content

Your field of responsibility

Join our Global Treasury & Liquidity Risk team, which provides risk management services for market and liquidity risks mainly related to asset and liability mismatch exposures. In this role, we offer you the opportunity to deepen your risk knowledge and to become an expert in an area under strong regulatory scrutiny in a very interesting market environment. You will be responsible for development and enhancement of model methodology for Interest Rate Risk in the Banking Book (IRRBB) models, supporting model lifecycle management, performing model monitoring for key model assumptions and limitations, maintenance of the model documentation. In this critical role, you will be closely collaborating with key stakeholders from Business including Global and divisional CRO, Treasury, Stress Testing teams, QRM configuration team, as well as the Model Risk Management to support regular model reviews. You ensure models are sound and fit for purpose and have gone through robust governance before they go live.

Your future colleagues

Become an integral part of a dynamic and international team of highly skilled specialists. The team values a task oriented, independent, and flexible working style. We are dedicated to supporting one another and our business partners. We are looking for a colleague who shares our passion and high standards. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural values.

Your skills and experience

Become an integral part of a dynamic and international team of highly skilled specialists. The team values a task oriented approach. You’ll be a good match if you have

• Preferable Master’s degree, ideally in Banking & Finance, Quantitative Risk Management, Financial Mathematics, Economics, Econometrics, or a quantitative science (Mathematics, Physics, Computer Science, Data Science, Engineering)
• A professional certification (FRM, CFA) and/or a PhD in any of the above-mentioned fields is a plus
• At least 5 -7 years of experience in Risk Management, Treasury, Product Control, Finance and alike
• Results-oriented individual who can work independently as well as in a team and demonstrate positive, can-do attitude
• Strong analytical, problem solving and quantitative skills, combined with the willingness to take ownership, learn new topics, and work independently
• Passionate about financial markets, financial instruments, and model risk management
• Microsoft Office proficiency with coding skills (R, Python) considered as a plus
• Outstanding written and verbal communication skills with proficiency in English
• Quantitative Risk Management (QRM) vendor tool knowledge a big plus
• Excellent interpersonal skills
• Understand the value of diversity in the workplace and are dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential, and can bring their full, authentic selves to work independent and flexible working style
• Dedication to fostering an inclusive culture and value diverse perspectives
  

Mr. T. Baumgartner would be delighted to receive your application.

Please apply via our career portal.

Switzerland-Switzerland - Region Zurich-Zürich