Consultant - Risk Modelling, R, SAS, Python
- £500 per day - £700 per day
- Zurich, Switzerland
- Contract, Full time
- Synechron Inc.
- 12 Jan 18 2018-01-12
Looking for a Consultant with hands-on experience in R, SAS & Python. Domain expertise in risk modelling for regulatory initiatives like IFRS9 and CCAR
Synechron are a technology, business consulting and digital firm and have partnered with a leading Global Investment Bank in Zurich, Switzerland.
We are currently augmenting the client's risk technology team. This team looks after various systems which are required by the wealth management division, the investment banking division and firm-wide risk division to manage the global FO trading. The team also makes sure that the systems they help the bank's compliance adhere to the relevant regulatory requirement.
The firm-wide risk technology team develops models that are used to asses the firm's aggregate risk exposure level vs the risk appetite. The bank has a firm wide risk appetite framework with quantitative pillars which have been used to establish the risk appetite. The framework aligns organisational risk-taking to the firm's strategic priorities, capital and liquidity plans. The broader team that is responsible for firm-wide risk applications that runs models and provides insightful analysis for the Board, regulators and Senior management.
The Consultant - Risk Modelling, R, SAS, Python will be required to establish coding standards and a software strategy. The Consultant - Risk Modelling, R, SAS, Python will transform prototype code from risk methodologies into libraries that are production ready, efficient, scalable and robust. These libraries will be integrated on to the centralised production calculation platform.
The Consultant - Risk Modelling, R, SAS, Python will be proactive in managing issues and able to translate requirements for implementation. The Consultant - Risk Modelling, R, SAS, Python will also be able to learn new technologies quickly and deliver positive value to business users/stakeholders.
The Consultant - Risk Modelling, R, SAS, Python should be able to demonstrate the following:
- Expertise in Risk Modelling for Regulatory initiatives such as IFRS9/CCAR/similar
- Expertise in R
- Intermediate in SAS
- Beginner/Intermediate in Python
- Experience with Oracle/Microsoft SQL server databases (Preferred)
- Experience working with RAD/Agile development methodology (Preferred)
- Experience with Java 1.8 and Matlab (advantageous)