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Senior Consultant – Market / Liquidity Risk


  Zurich,   x

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  Risk & Quant    Permanent

Role: Senior Consultant  – Market / Liquidity Risk 
Location: Zurich, Switzerland (with remote working/flexibility)
Employment Type: Permanent, full time

Currently recruiting on behalf of one of the Big Four consultancies who is currently looking for a motivated and committed consultant who specialises in market risk / liquidity risk modelling to further strengthen their practice within the Financial Services Risk Management team in Zürich.

Responsibilities may include (but are not limited to):

  • Participate in advisory engagements where you will support clients (financial institutions ranging from global market players to more regional focused institutions) in challenges related to market risk and liquidity risk modelling.
  • Topics range from the development or review of quantitative models applied for current and upcoming regulatory purposes (VaR, Stressed VaR, IRC, CRM, stress testing, FRTB) or business steering to firm-wide model risk management
  • Support clients with advice regarding the setup of risk functions or overall risk frameworks
  • Perform regulatory audit mandates where you will review market and liquidity risk models on behalf of the national regulator to assess compliance with regulatory requirements.
  • Support financial audit mandates where you will contribute specialist expertise in the assessment of derivatives valuations, risk disclosures or the application of advanced analytics.
  • Take on team and/or project management responsibilities.

Key Experience;

  • A Master of Science or PhD in mathematics, physics, statistics, econometrics or another relevant quantitative field
  • 3-6 years of relevant professional experience in a consulting environment, a model development or validation team in the financial industries
  • Strong quantitative skills, in particular deep understanding of quantitative modelling techniques, with practical experience in market risk (Basel III – IMA, FRTB)
  • Ideally additional knowledge and experience in further risk types and/or advanced quantitative finance topics, e.g. counterparty credit risk / exposure simulation
  • Good IT and programming skills, with practical experience in languages such as Python, R, VBA, SQL
  • In an international environment, a proficient level of business English is a prerequisite; fluency in German is a plus.

If you are interested in this position and your experience meets the requirements, please apply via the button below. If you do not receive a response on your application in 3-5 working days, please assume your application has been unsuccessful on this occasion.

If you aren't interested but would like to get in touch about other potential opportunities, please feel free to send your CV directly to amelia.grocock@jcwresourcing.com

If you are not interested but know someone who might be then JCW offer a generous referral scheme reward, whereby anyone who refers us to a successfully placed candidate is entitled to receive vouchers.

Amelia.Grocock

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