- You will support key banking clients on their regulatory audits of financial risk management which mainly cover credit risk, market risk, ALM/treasury and stress testing.
- You will support validation of credit risk models (PD/LGD rating, A-IRB) and IRRBB (replicating factors, stress tests), independent valuation of complex derivatives under stress scenarios.?
- You will develop tools to automate regulatory audit processes, integrate Machine Learning methods in tools to provide relevant insights on statistical analysis.?
- You will provide risk advisory services on regulatory change management such as Basel IV, LIBOR transition, recovery and resolution program, digitalisation and blockchain.?
- You will support implementation of Basel directives or other regulatory reforms by performing gap analysis, designing prototypes, running impact analysis and proposing mitigation plans.?
- You will contribute to business development of proposals, conference events on regulatory matters and opportunity to work in international teams.
Assistant - Financial Risk Management (FRM)
- You have a Master of Science in Econometrics, Quantitative Finance, Mathematics or Engineering.?
- You have a strong analytical and programming skills in SQL, R, SAS, Python. Interest in Machine learning and development of prototypes.?
- You are ambition to pursue a career in risk and regulation supported by your mentor who will agree with you on professional objectives and support you in making decisions.?
- You have basic knowledge of the Basel regulation and FINMA requirements. Ideally previous experience related to their regulatory implementation would be an asset.?
- You have a good sense of organization, attention to details, autonomous, problem-solving skills and ability to deliver consistent quality results, proven ability to work in a team.?
- You have excellent experience with VBA, Excel, Word and PowerPoint desktop environments.
- You are fluent in oral and written English and German. French would be an asset.
Are you passionate and ready to shape the future?
Then you've got what it takes to reimagine the possible.
Questions? Give us a call, we are happy to help.
Learn more about our application process
Lisa HellmigRecruitment Team
Tel. +41 58 792 48 08
At PwC, we create value for both our people and clients in Assurance, Tax & Legal, Consulting, Deals and Digital Services. And you can do the same. Want to make an impact and shape the future of a leading professional services firm? Are you passionate and ready to embrace change? Then you've got what it takes to reimagine the possible.
Everyone's career path is unique. That's why PwC offers countless personal and professional development opportunities that fit with your aspirations, supporting you to grow your own way – so you can become everything you want to be and more.