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Quant Analyst - R / Matlab (5047)

For a project at our client‘s site, an international bank based in Zurich, we are looking for experienced Quant Analyst - R / Matlab.

The ideal candidate will support Credit Analytics which is responsible for the methodology and development of credit risk relevant models used for Risk Management and Capital Calculation across all divisions.

Your Qualifications:

  • Several years experience as a Quant Analyst, ideally within a financial markets environment
  • Strong R and/or Matlab programming skills 
  • Good understanding of risk framework/methodology
  • Well versed in writing clear technical documents compliant with SR 11-7 standards
  • Strong communicator as well as team player
  • Fluent in English, German is Plus

Your Responsibilities:

  • Supporting methodology development for the Credit Economic Risk Capital (ERC) model
  • Work on e.g. data / statistical analysis, model design, prototype implementation, requirements capture in IT specification, documentation up to SR11-7 standards, support on governance
  • Design and incorporate the existing Credit ERC model, incl. the prototype implementation

Are you ready for a new challenge and available in February in Zurich? We look forward to receiving your application in MS-Word on For any questions, please contact us: +41 44 485 44 99.

Business Analyst / Requirement Engineer
Development (Software / Database)
6+ months


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