Berufsbezeichnung:
Senior Consultant, Capital & Liquidity Modeler, Risk Advisory, Zurich (80-100%)

Arbeitsbeschreibung:
Deloitte Risk, Capital and Liquidity Advisory

The financial services industry is adjusting to significant structural changes that policymakers promote as a response to the recent crisis. Banks are still increasing their capital and liquidity buffers, and are implementing numerous other changes as required by new regulation. While banks become more resilient, they are also facing pressure on profitability as a consequence of higher capital costs. Alongside regulatory changes, banks business models are challenged by digitalisation and adverse market conditions such as negative interest rates.

Banks respond to these challenges by taking a closer look at the validity of their business model, their assumptions regarding risk appetite, and their allocation of financial resources to lines of business. These activities supporting a bank’s strategy have at its core evaluation and monitoring using increasingly complex quantitative models.

The services offered by our team support banks to develop such risk models, and are tailored to the needs of the most sophisticated banks. As we want to grow our service proposition for bank treasury departments, we are seeking for a new team member with particular strength in IRRBB, liquidity, and funding.

Our team consists of close to 40 experts from many different countries, and is considered to be leading within NWE in terms of experience and capabilities. We all have a strong academic backgrounds including physics, mathematics, engineering, finance and are a closely knit team working together across seniority levels. What sets us apart is that we share knowledge throughout the whole team, whereby juniors are benefiting from the significant industry experience of the more senior members of the team.


What you can expect to do

· Develop quantitative risk models supporting bank treasury departments
· Design and implement associated risk processes and frameworks
· Code prototypes in advanced programming languages
· Grow your industry knowledge in treasury and financial products across lines of business
· Be exposed to senior clients within Treasury, Risk and Front Office


What you offer

· Strong academic background (MSc or PhD) in a quantitative discipline
· Good communication skills and hands-on team player
· Minimum 2 years of experience in bank treasury or related area
· Sound knowledge in ALM, including IRRBB, liquidity and funding
· Programming skills in R, C++, Matlab or other advance language
· Proficiency in English


About Deloitte

Deloitte is one of the world’s leading professional services firms in the areas of Audit & Assurance, Risk Advisory, Tax, Consulting and Financial Advisory. In Switzerland, we have offices in Zurich, Bern, Basel, Geneva, Lausanne and Lugano.


Our approach combines insights and innovation from multiple disciplines with global business and industry expertise to help our client’s excel anywhere in the world. As trusted advisors to some of Switzerland’s largest organisations, we deliver outstanding impact on the reputation and success of clients in Switzerland and globally. In pursuing this we contribute to a sustainable and prosperous society, and we are firm believers in the positive impact business can and should have on the world it operates in.

We also foster a collaborative culture where talented individuals can produce their best work in an agile and dynamic environment, which is at the heart of our Talent Strategy. We value difference, with respect at the heart of our inclusive culture. We recognise that our people are juggling demanding careers with commitments and interests outside of work. Click here to see what some of our working parents have to say.

Any questions? Get in touch.

We look forward to hearing from you! Please submit a complete application, including CV, cover letter, references and degree certificates, using our online career portal www.deloitte.com/careers.

If you have any questions, please contact Annabel Gross at talent (at) deloitte.ch.


Deloitte AG and Deloitte Consulting AG are Swiss subsidiaries of Deloitte LLP, the DTTL member firm in the United Kingdom.

Requisition code: 141549

Wie Sie sich bewerben:
https://jobs2.deloitte.com/ch/en/job/DELOA003X233210/Senior-Consultant-Capital-Liquidity-Modeler-Risk-Advisory-Zurich-80-100

Angestelltenname: Deloitte AG