Quantitative Risk and Financial Analytics Modelling and Reporting - Python/R

About GULP

At GULP, we combine the dynamism of a start-up with the security of a leading personnel service provider. We see ourselves as team players with entrepreneurial spirit and drive. As part of this team, you will benefit from fast and seamless placement in attractive jobs - on a temporary or permanent basis with our clients - personal benefits and excellent contacts in key growth sectors. And we focus on long-term relationships, both with companies and employees.

Job Requirements

• Client's Requirement: Expert in Quantitative Risk and Financial Analytics, Modelling/Reporting, Python/R
• Education Requirements:
  • Master's or PhD degree in applied quantitative discipline (e.g. Quantitative Economics/Finance, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance)
• Skills and Knowledge:
  • Risk Modelling, Quantitative Financial Analysis, Credit Risk
  • Strong understanding in financial products and macroeconomic concepts as well as their interactions
  • Experience in building models from scratch (e.g., time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, parametric/non-parametric models)
  • Sound knowledge of statistical and econometric methods and their application
  • Proficient in programming with statistical software. Python & R is strongly preferred
  • Strong analytical, conceptual and organizational skills
  • Clear understanding of various terms such as Monte-Carlo, bootstrap, stationarity, co-integration, regression, goodness of fit, out-of-sample, null hypothesis, p-value, risk-neutral, autoregressive, quantiles, density function
  • Language skills: English
  • Candidates must be based and working from Switzerland
• Additional Benefits:
  • Attractive options for shortening your personal payment term
  • No more time-consuming invoicing
  • Fast, reliable payment of fees
  • Conclude project contracts by means of electronic signature