Market Risk SME ( Stress Testing)
Market Risk SME (Stress Testing)
On behalf of our client, a leading bank in Zürich, we are looking for a Market Risk Subject Matter Expert with proven experience in Market Risk Stress Testing. For this contract position based in Zurich in Switzerland our client is looking for an English speaking candidate who can start as soon as possible. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
- Development of market stress testing methodology which would enable execution of ad-hoc scenarios.
- Build out of challenge function to challenge market risk scenario results
- Presenting market stress methodology developments along with impact analysis to senior management (key stakeholders being regulator and senior management).
- The job entails working on stress testing methodology focused on market risk. The results of stress testing would also feed into internal risk appetite / limit setting process and hence successful candidate would be expected to further integrate stress testing results with business decision making process.
- Developing and improving existing market risk stress testing methodology across all key market making activities
- Working closely with Market Risk modelling team to understand and provide effective challenge to approaches developed by the team. This is the most challenging part of the role as there is a lot of scope for creativity and out of the box thinking to come up with innovative solutions.
- Coming up with alternative challenger approaches to benchmark results driven by the primary models developed by Market Risk scenario modelling team.
Nice to have:
Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui on +41 44 229 99 40. Please feel free to call even though this position might not be the perfect fit for you as we have a lot of positions open in the whole of Switzerland.
I'm always looking for skilled candidates don't hesitate to send me your CV for future job opportunities. Kindly check my page: https://www.experis.ch/sophia-alaoui to see an overview of available positions or connect with me on LinkedIn
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