Sen. Risk Modeler
- Employer
- Credit Suisse
- Location
- Mumbai, India
- Salary
- Competitive
- Closing date
- Nov 23, 2019
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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We Offer
The ERC Methodology team reports to the Chief Risk Officer and is responsible:
The team has an opportunity for an experienced Market Risk professional to assist in the creation, implementation and maintenance of ERC methodologies.
Duties and Responsibilities
You Offer
The ERC Methodology team reports to the Chief Risk Officer and is responsible:
- Creating models which capture all risks across CS businesses
- Making sure those models adhere to internal and external expectations
- Implementing models in IT systems;
- Describing and documenting models following internal standards; and (5) establishing policies and processes covering risks attached to Economic Capital model
The team has an opportunity for an experienced Market Risk professional to assist in the creation, implementation and maintenance of ERC methodologies.
Duties and Responsibilities
- The principle responsibilities are as follows:
- Work on the improvement of model components of the Economic Capital model
- Development and implementation of new methodologies for Economic Capital model
- Ensure that risk models are adequately documented for both internal and external (e.g. regulatory) purposes.
You Offer
- You have at least 1-2 years financial sector experience, preferably with hands-on market risk modelling within an investment bank or large commercial bank, an industry association or hedge fund.
- Relevant undergraduate degree in science, technology, mathematics, engineering or other logical discipline preferred.
- Post graduate qualifications within a relevant field i.e. CFA, FRM, PRIMA would be an advantage.
- General knowledge of risk issues and investment products would be also desirable.
- Candidates are required to have Python programming experience
- Experience in methodology documentation would be valued.
- Previous VaR or Economic Capital experience is required.
- Ability to work well in a team and are a relationship builder.
- Ability to produce high quality, accurate work, under tight deadlines
- Willingness to question and challenge the way things are done and to come up with alternative approaches
- High level of integrity, sense of urgency, attention to detail and quality standards
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