This position is no longer open for applications

Credit Risk Modeller

Credit Risk Modeller (BBBH16776) Zürich, Switzerland

Credit Risk Modeller vacancy for a globally operating Zurich based company in the banking sector.


Your experience/skills:

  • 8+ years of work experience in the Credit Risk modelling field
  • Capability to do statistical analysis in R or a comparable language
  • Expertise in Project management and leadership
  • Proficiency in Data analysis in SQL including ETL
  • Know-how of IRB methodology and terminology is a strong advantage
  • Familiarity with BCBS IRB regulations is a plus
  • Languages: English, fluent in written and spoken


Your tasks:

  • Assisting in project management including preparing, compiling, reviewing as well as aggregating project milestones and progress in JIRA Atlas for ongoing projects
  • Working on statistical analysis and model development with the focus on regulatory change of Basel 3 finalisation regulation across several LGD and EAD models, this contains data sourcing, data review, data analysis and applying statistical regression methods
  • Supporting technical specifications for implementing newly developed commodities trade finance models such as PF, LGD and EAD
  • Helping with statistical and data analysis which are required to close MICOS items related to regulatory requests, focusing on ship finance or global private clients models

Start: 05/2021
Duration: 06MM+
Location: Zurich, Switzerland
Ref.Nr.: BH16776

Does this spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
Going the Extra Mile.
As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.
Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
New to Switzerland? In case of a successful placement, we support you with:

  • All administrative questions
  • Finding an apartment
  • Health- and social insurance
  • Work permit and much more



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