This well established private bank, head quartered in Switzerland, wants to hire a new Counter-party Risk / Quantitative Analyst
to boost the resource available to its Zurich based risk department.
The Counter-party Risk / Quantitative Analyst are tasked with evaluating the risks within a range of structured products, exotic derivatives and special transactions.
Coupled with that they can expect to have to create assessment tools for credit scoring, figure the credit risk from products / transactions in high-risk reports and undertake the due diligence, credit analysis of third party banks / brokers.
There is key element to this specialist vacancy is in the analysis and approval of new product types.
To considered for the Counter-party Risk / Quantitative Analyst you must have at least two years experience in modeling & assessment of credit risks of commercial products (exotic derivatives / structured products
and several years experience as a quantitative analyst for Counter-party Credit Risk.
You will have excellent IT skills (Excel / Access / SQL) and be fluent in both English and German.
The Counter-party Risk / Quantitative Analyst are extremely well remunerated; with both a large basic and exciting bonus available.