Python Job: Credit Risk Modeller - Stress Testing (8311)

Job added on

Company

iET SA

Location

Zürich - Switzerland

Job type

Full-Time

Python Job Details

For a short-term project at our client's site, an international bank based in Zurich, we are looking for an experienced

Credit Risk Modeller - Stress Testing

In this exciting role, you will be responsible for credit risk modeling for stress testing and IFRS9/CECL and be able to deliver against tight timelines.


Your Qualifications:
  • Several years experience in a similar role within the financial services industry
  • Exposure to credit risk models, preferably across a range of asset classes
  • Good coding skills in R, Python, SQL and/or SAS
  • Strong analytical skills
  • Good communication skills with colleagues at all levels in the organization
  • Fluent in English

Your Responsibilities:
  • Development of credit risk models to cover wealth management portfolios, e.g. margin lending and various types of mortgage products
  • Implementation of the developed models in our IT infrastructure

Off to new destinations! Apply now directly on [email protected] or contact our team on +41 44 485 44 99.