Office location: Basel
Application Deadline: 19/11/2017
The Bank for International Settlements (BIS) is an international organisation promoting global monetary and financial stability and is a bank for central banks. The BIS’s head office is located in Basel, Switzerland, with representative offices in Hong Kong SAR and Mexico City. We are able to recruit globally, regardless of nationality, and offer competitive employment packages.
We are looking for a Quantitative Risk Analyst / Developer to join the team responsible for the development and implementation of models to measure, manage and report financial and operational risks. You have a solid background in financial risk measurement and a strong general interest in risk management. You have extensive experience in software development and IT project management, and are a client-oriented, flexible team player, comfortable working in a multi-cultural environment.
- Contribute to the development of infrastructure and business processes to manage financial and operational risks while promoting a strong risk control culture
- Design and develop .NET and Business Intelligence (BI) applications, interfaces and services
- Develop, implement and calibrate quantitative risk models across all risk types
- Manage projects focusing on the selection, implementation and maintenance of IT risk solutions; Ensure the reliability of Risk Methodology’s systems
- Conduct independent quantitative risk research and contribute to exchanges with senior management
- Develop and maintain collaborative relationships within the Bank and with external contacts including central banks, IT service providers and consultants
Qualifications, skills and experience:
- University degree (minimum Master’s or equivalent) with a quantitative or IT focus.
- Good understanding of financial risk measurement; Knowledge of quantitative models for valuation and measurement of risk exposures.
- Strong project management skills, in particular relating to designing, specifying and implementing IT systems.
- Expert knowledge of C# / .Net and exposure to the MS SQL Server Business Intelligence Stack (SSAS, SSIS, SQL Server, etc.). Experience with tabular and multidimensional modelling, MS Power BI, SharePoint 2013 or Microsoft Team Foundation Server (TFS) would be an advantage.
- Ability to adapt the development approach to dynamic technology and infrastructure.
- Team player with excellent interpersonal skills; customer focused and able to work in a multicultural environment.
- Strong communicator with an excellent command of English.
- Relevant work experience in a risk management, front office, quantitative development or business intelligence function.
The BIS’s head office is located in Basel, Switzerland, with representative offices in Hong Kong SAR and Mexico City. We are able to recruit globally, regardless of nationality, and offer competitive employment packages. The BIS employs staff on both open-ended and fixed-term contracts. However, all new entrants are initially recruited on a fixed-term basis. The BIS is fully committed to equal opportunity employment and strives for diversity among its staff. We encourage applications from female candidates.
PLEASE APPLY ONLY BY THIS LINK: