Deloitte has a combined total of 12,500 staff and partners in the UK and Switzerland. In Switzerland, Deloitte has more than 1,000 professionals operating out of 6 cities: Basel, Berne, Geneva, Lausanne, Lugano and Zurich (headquarters). We are committed to being the leading professional services firm in Switzerland and already have one of the largest management consulting businesses in the country.
Deloitte Risk, Capital andLiquidity Advisory
The financial services industry is adjustingto significant structural changes that policymakers promote as a response tothe recent crisis. Banks are still increasing their capital and liquiditybuffers, and are implementing numerous other changes as required by newregulation. While banks become more resilient, they are also facing pressure onprofitability as a consequence of higher capital costs. Alongside regulatorychanges, banks business models are challenged by digitalisation and adversemarket conditions such as negative interest rates.
Banks respond to these challenges by taking acloser look at the validity of their business model, their assumptionsregarding risk appetite, and their allocation of financial resources to linesof business. These activities supporting a banks strategy have at its coreevaluation and monitoring using increasingly complex quantitative models.
The services offered by our team supportbanks to develop such risk models, and are tailored to the needs of the mostsophisticated banks. As we want to grow our service proposition for banktreasury departments, we are seeking for a new team member with particularstrength in IRRBB, liquidity, and funding.
Our team consists of close to 40 experts frommany different countries, and is considered to be leading within NWE in termsof experience and capabilities. We all have a strong academic backgroundsincluding physics, mathematics, engineering, finance and are a closely knitteam working together across seniority levels. What sets us apart is that we shareknowledge throughout the whole team, whereby juniors are benefiting from thesignificant industry experience of the more senior members of the team.
What you can expect to do
· Develop quantitative risk models supporting banktreasury departments
· Design and implement associated risk processes andframeworks
· Code prototypes in advanced programminglanguages
· Grow your industry knowledge in treasury andfinancial 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 quantitativediscipline
· Good communication skills and hands-on teamplayer
· Minimum 2 years of experience in bank treasuryor related area
· Sound knowledge in ALM, including IRRBB,liquidity and funding
· Programming skills in R, C++, Matlab or otheradvance language
· Proficiency in English
Deloitte is one of the worldsleading professional services firms in the areas of Audit & Assurance, RiskAdvisory, Tax, Consulting and Financial Advisory. In Switzerland, we haveoffices in Zurich, Bern, Basel, Geneva, Lausanne and Lugano.
Our approach combines insightsand innovation from multiple disciplines with global business and industryexpertise to help our clients excel anywhere in the world. As trusted advisorsto some of Switzerlands largest organisations, we deliver outstanding impacton the reputation and success of clients in Switzerland and globally. Inpursuing this we contribute to a sustainable and prosperous society, and we arefirm believers in the positive impact business can and should have on the worldit operates in.
We also foster a collaborativeculture where talented individuals can produce their best work in an agile and dynamic environment, whichis at the heart of our Talent Strategy. We value difference, with respect at theheart of our inclusive culture. We recognise that our people are jugglingdemanding 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! Pleasesubmit a complete application, including CV, cover letter, references anddegree certificates, using our online career portal www.deloitte.com/careers .
If you have any questions,please contact Annabel Gross at email@example.com .