8 days ago on careers-trestlegroup.icims.com

Senior Analyst - Financial & Credit Risk / Capital Stress Testing

Trestle AG

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Senior Analyst - Financial & Credit Risk / Capital Stress Testing

Senior Analyst – Financial & Credit Risk / Capital Stress Testing

ID 2016-1027
# of Openings 1
Job Locations CH- Zurich
Posted Date 01/09/2016 11:57:00 AM
Category Accounting/Finance

More information about this job:

Overview:

The Analyst will focus on financial and credit risk modeling and more specifically on capital stress testing methodologies. The candidate will be responsible for building and enhancing financial models in support of forecasted capital stress testing components. The goal is to create a comprehensive stress testing platform. Knowledge of modeling techniques appropriate to those businesses in managing risk are expected.

Qualifications:
  • 5+ years of experience in quantitative risk measurement within a financial institution
  • Degree in a Quantitative Discipline (e.g. Mathematics, Financial Engineering, Physics, etc.)
  • A professional qualification (e.g. CFA, FRM) would be an advantage
  • Experience with Regulatory Capital Requirements (mainly CCAR, Basel III)
  • Strong quantitative programming, financial analysis & analytic capabilities
  • Experience with pricing models, capital models and/or financial forecasting
  • Excellent knowledge of financial products, financial markets and risk issues
  • Experience in statistical modeling software
  • Experience in methodology documentation is highly valued
  • Excellent interpersonal, communication and presentation skills are expected
  • Proficiency in English
Responsibilities:
  • Lead the team responsible for developing ‘best in class’ Economic Capital non-position models in a leading financial institution
  • Proactively contribute to model development and enhancement
  • Proactively lead the effort to improve material parts of the models; identify the relevant sources of risk and assess their capture
  • Research alternative methodologies, and compare them; justify and test the chosen option
  • Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes
  • Collaborate with Senior Risk and FO stakeholders, IT analysts and developers in order to implement changes to the model
  • Assist in preparing presentations for senior management and regulators covering change impacts, methodology features and capital implications
  • Willingness to question and challenge the status quo and ability to provide alternative approaches
  • Produce high quality, accurate work, under pressure and to tight deadlines

About Trestle Group:

Trestle Group is an international consulting firm specialized in enhancing business performance. With a primary focus on the financial sector, its services range from identifying cost reduction opportunities to optimizing business processes, strategic outsourcing and management of regulatory and business risk issues. Trestle Group has a proven track record in execution and implementation of complex projects and a work approach that transfers expert know-how effectively to its clients. At its core are a team of high-level industry experts with successful corporate careers and a global network. Trestle Group is headquartered in Zurich and Frankfurt and has operations in Dubai, London, New York and Pune.

 

Please apply via our career portal:  https://careers-trestlegroup.icims.com

Further questions can be mailed to:  careers@trestlegroup.com

 

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